+642.6%
GS vs ZBRA
+411.1%
+231.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | +3.4% | +2.6% | +0.8% | +2.4% |
| 30D | +0.2% | -6.4% | +6.6% | +2.5% |
| 3M | -0.3% | +51.3% | -51.6% | -16.0% |
| 6M | +27.4% | +60.5% | -33.1% | +4.3% |
| YTD | +19.6% | +45.2% | -25.5% | +0.9% |
| 1Y | +42.5% | +12.3% | +30.1% | +31.2% |
| 3Y | +240.4% | +37.5% | +202.9% | +182.5% |
| 5Y | +188.9% | -39.2% | +228.1% | +212.2% |
| 10Y | +642.6% | +417.0% | +225.6% | +276.8% |
| All | +642.6% | +411.1% | +231.5% | +276.8% |
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