+39.4%
GRMN vs ZYBT
-58.9%
+98.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.8% | +4.2% |
| 7D | +2.4% | -3.7% | +6.2% | +2.4% |
| 30D | -8.5% | 0.0% | -8.5% | -8.5% |
| 3M | +19.5% | +72.2% | -52.8% | +21.3% |
| 6M | +21.2% | +103.1% | -82.0% | +22.4% |
| YTD | +41.0% | +34.8% | +6.3% | +43.0% |
| 1Y | +19.6% | -83.2% | +102.8% | +24.3% |
| All | +39.4% | -58.9% | +98.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling