+31.0%
GM vs ZYBT
-37.3%
+68.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.4% |
| 7D | +4.2% | -3.5% | +7.7% | +4.2% |
| 30D | +8.9% | +24.3% | -15.4% | +8.9% |
| 3M | +0.4% | -41.5% | +41.9% | +0.4% |
| 6M | +17.8% | +58.6% | -40.8% | +18.6% |
| YTD | +10.6% | +20.0% | -9.4% | +11.9% |
| 1Y | +31.0% | -35.2% | +66.2% | +34.6% |
| All | +31.0% | -37.3% | +68.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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