+437.1%
GS vs ZBRA
+373.1%
+64.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | +5.1% | -1.2% | +6.3% | +5.6% |
| 30D | +2.4% | -17.8% | +20.2% | +9.6% |
| 3M | -11.5% | -16.0% | +4.5% | -6.1% |
| 6M | -2.5% | +31.4% | -34.0% | -13.9% |
| YTD | +5.5% | +30.9% | -25.4% | -7.9% |
| 1Y | +11.0% | +24.3% | -13.3% | -1.1% |
| 3Y | +200.1% | +54.2% | +145.9% | +138.9% |
| 5Y | +154.7% | -46.3% | +201.0% | +187.7% |
| All | +437.1% | +373.1% | +64.0% | +209.6% |
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