+199.8%
GS vs ZBRA
+58.5%
+141.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +5.9% | +0.6% | +5.2% | +5.7% |
| 30D | +4.3% | -14.0% | +18.3% | +9.4% |
| 3M | -11.7% | -14.7% | +3.0% | -7.3% |
| 6M | -3.2% | +31.3% | -34.5% | -13.9% |
| YTD | +5.8% | +33.4% | -27.6% | -7.8% |
| 1Y | +16.0% | +34.1% | -18.1% | +0.8% |
| 3Y | +199.8% | +59.9% | +139.8% | +128.4% |
| All | +199.8% | +58.5% | +141.2% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling