+231.1%
GM vs ZBRA
+435.2%
-204.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -1.1% | -7.4% | +6.3% | +1.7% |
| 3M | +6.1% | +57.5% | -51.4% | -12.6% |
| 6M | +15.0% | +64.0% | -49.0% | -7.5% |
| YTD | +6.0% | +44.3% | -38.3% | -11.2% |
| 1Y | +47.1% | +10.9% | +36.2% | +35.7% |
| 3Y | +170.5% | +37.5% | +133.0% | +117.9% |
| 5Y | +80.5% | -39.7% | +120.2% | +95.6% |
| All | +231.1% | +435.2% | -204.2% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling