-57.4%
GNRC vs ZBRA
-40.4%
-17.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.9% |
| 7D | -0.2% | -3.4% | +3.2% | +1.7% |
| 30D | -15.7% | -7.4% | -8.3% | -12.2% |
| 3M | -27.3% | +57.5% | -84.8% | -45.2% |
| 6M | -12.1% | +64.0% | -76.0% | -35.7% |
| YTD | +37.1% | +44.3% | -7.2% | +6.5% |
| 1Y | -0.5% | +10.9% | -11.3% | -10.1% |
| 3Y | +61.5% | +37.5% | +24.0% | +19.4% |
| All | -57.4% | -40.4% | -17.0% | -50.4% |
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