+33.7%
GRMN vs ZYBT
-57.8%
+91.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.8% | -2.5% | +0.7% | -1.8% |
| 30D | -12.1% | -1.2% | -10.9% | -12.1% |
| 3M | +18.0% | +76.7% | -58.7% | +19.8% |
| 6M | +13.7% | +103.6% | -89.9% | +14.9% |
| YTD | +35.3% | +38.3% | -3.0% | +37.2% |
| 1Y | +17.2% | -84.7% | +102.0% | +22.2% |
| All | +33.7% | -57.8% | +91.6% | +24.9% |
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