+20.7%
GLD vs ZBRA
+10.3%
+10.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +0.2% | -8.8% | +9.0% | +0.5% |
| 3M | +3.2% | +47.2% | -44.0% | +1.8% |
| 6M | -14.6% | +61.3% | -75.9% | -15.9% |
| YTD | +1.8% | +42.0% | -40.2% | -0.5% |
| 1Y | +20.7% | +10.5% | +10.3% | +19.1% |
| All | +20.7% | +10.3% | +10.4% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling