+732.3%
GLD vs ZBRA
+519.3%
+212.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.7% |
| 7D | +2.8% | -2.5% | +5.3% | +2.8% |
| 30D | -4.0% | -17.0% | +13.0% | -3.8% |
| 3M | -8.2% | -15.0% | +6.8% | -8.1% |
| 6M | -14.8% | +42.2% | -57.0% | -15.1% |
| YTD | -6.8% | +32.4% | -39.2% | -7.1% |
| 1Y | -2.4% | +23.3% | -25.7% | -2.6% |
| 3Y | +105.8% | +55.9% | +49.9% | +104.7% |
| 5Y | +113.3% | -44.8% | +158.1% | +112.6% |
| 10Y | +208.4% | +371.4% | -162.9% | +205.2% |
| All | +732.3% | +519.3% | +212.9% | +684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling