-57.2%
GME vs ZBRA
-40.9%
-16.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +6.0% | -3.8% | +9.8% | +7.7% |
| 30D | +8.3% | -10.2% | +18.5% | +13.3% |
| 3M | -9.1% | +58.7% | -67.7% | -28.3% |
| 6M | -16.3% | +61.9% | -78.2% | -36.0% |
| YTD | +1.5% | +41.7% | -40.1% | -18.4% |
| 1Y | -16.3% | +12.4% | -28.7% | -24.9% |
| 3Y | +15.1% | +34.2% | -19.1% | -13.8% |
| 5Y | -57.2% | -40.8% | -16.4% | -45.7% |
| All | -57.2% | -40.9% | -16.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling