+290.5%
GME vs ZBRA
+435.2%
-144.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.0% |
| 7D | +10.4% | -3.4% | +13.8% | +11.8% |
| 30D | +14.1% | -7.4% | +21.5% | +17.4% |
| 3M | -4.6% | +57.5% | -62.2% | -22.3% |
| 6M | -13.5% | +64.0% | -77.5% | -31.8% |
| YTD | +5.3% | +44.3% | -39.0% | -13.5% |
| 1Y | -14.9% | +10.9% | -25.8% | -22.4% |
| 3Y | +24.3% | +37.5% | -13.3% | -1.2% |
| 5Y | -55.6% | -39.7% | -15.9% | -52.2% |
| All | +290.5% | +435.2% | -144.8% | +107.1% |
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