+8.3%
GNRC vs ZYBT
-37.3%
+45.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.7% | -9.7% | -9.0% |
| 7D | -15.3% | -3.5% | -11.8% | -15.3% |
| 30D | -22.9% | +24.3% | -47.3% | -22.9% |
| 3M | -20.7% | -41.5% | +20.8% | -20.8% |
| 6M | -34.6% | +58.6% | -93.3% | -33.9% |
| YTD | +26.4% | +20.0% | +6.4% | +30.6% |
| 1Y | +8.3% | -35.2% | +43.5% | +22.0% |
| All | +8.3% | -37.3% | +45.5% | +22.0% |
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