+16.1%
GNRC vs ZYBT
-58.9%
+75.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.9% |
| 7D | -0.2% | -3.7% | +3.5% | -0.2% |
| 30D | -15.7% | 0.0% | -15.7% | -15.7% |
| 3M | -27.3% | +72.2% | -99.6% | -26.9% |
| 6M | -12.1% | +103.1% | -115.2% | -12.4% |
| YTD | +37.1% | +34.8% | +2.3% | +37.7% |
| 1Y | -0.5% | -83.2% | +82.7% | +3.8% |
| All | +16.1% | -58.9% | +75.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling