+25.7%
GPN vs ZBRA
+435.2%
-409.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.7% |
| 7D | -4.3% | -3.4% | -0.9% | -3.1% |
| 30D | 0.0% | -7.4% | +7.4% | +2.8% |
| 3M | +35.8% | +57.5% | -21.7% | +12.5% |
| 6M | +22.0% | +64.0% | -42.0% | -1.3% |
| YTD | +15.2% | +44.3% | -29.1% | -3.0% |
| 1Y | +3.5% | +10.9% | -7.4% | -4.1% |
| 3Y | -26.9% | +37.5% | -64.5% | -40.1% |
| 5Y | -44.2% | -39.7% | -4.6% | -39.7% |
| All | +25.7% | +435.2% | -409.5% | -40.7% |
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 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