+699.7%
GLD vs ZBRA
+512.5%
+187.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.8% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | -7.0% | -17.8% | +10.8% | -6.8% |
| 3M | -12.4% | -16.0% | +3.6% | -12.2% |
| 6M | -18.0% | +31.4% | -49.5% | -18.2% |
| YTD | -10.5% | +30.9% | -41.3% | -10.7% |
| 1Y | -8.1% | +24.3% | -32.4% | -8.3% |
| 3Y | +97.7% | +54.2% | +43.5% | +96.7% |
| 5Y | +103.4% | -46.3% | +149.7% | +102.8% |
| 10Y | +203.1% | +375.2% | -172.2% | +199.9% |
| All | +699.7% | +512.5% | +187.2% | +654.2% |
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