+669.0%
GRMN vs ZBRA
+435.2%
+233.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.7% |
| 7D | +2.4% | -3.4% | +5.8% | +3.5% |
| 30D | -8.5% | -7.4% | -1.1% | -6.3% |
| 3M | +19.5% | +57.5% | -38.0% | +2.5% |
| 6M | +21.2% | +64.0% | -42.8% | +1.8% |
| YTD | +41.0% | +44.3% | -3.2% | +22.3% |
| 1Y | +19.6% | +10.9% | +8.7% | +12.3% |
| 3Y | +183.8% | +37.5% | +146.3% | +140.9% |
| 5Y | +83.0% | -39.7% | +122.7% | +94.4% |
| All | +669.0% | +435.2% | +233.7% | +387.7% |
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