+138.9%
GLD vs ZBRA
-39.4%
+178.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +0.3% | -6.4% | +6.7% | +0.4% |
| 3M | +0.6% | +51.3% | -50.7% | -0.4% |
| 6M | -15.6% | +60.5% | -76.1% | -16.5% |
| YTD | +0.9% | +45.2% | -44.3% | -0.2% |
| 1Y | +19.4% | +12.3% | +7.0% | +18.6% |
| 3Y | +124.5% | +37.5% | +86.9% | +121.1% |
| 5Y | +138.9% | -39.2% | +178.1% | +126.7% |
| All | +138.9% | -39.4% | +178.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling