+16.6%
GS vs ZBRA
+26.9%
-10.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.2% |
| 30D | +3.7% | -15.6% | +19.3% | +7.0% |
| 3M | -10.0% | -14.5% | +4.6% | -7.4% |
| 6M | -1.0% | +50.9% | -51.9% | -11.3% |
| YTD | +7.0% | +34.8% | -27.9% | -2.9% |
| 1Y | +16.6% | +28.3% | -11.7% | +8.9% |
| All | +16.6% | +26.9% | -10.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling