+1,796.5%
GS vs ZBRA
+2,015.1%
-218.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.0% |
| 7D | +1.6% | -2.5% | +4.0% | +2.6% |
| 30D | +1.7% | -17.0% | +18.7% | +8.6% |
| 3M | -11.6% | -15.0% | +3.4% | -6.5% |
| 6M | -1.9% | +42.2% | -44.1% | -16.3% |
| YTD | +5.1% | +32.4% | -27.3% | -8.7% |
| 1Y | +16.4% | +23.3% | -6.9% | +3.8% |
| 3Y | +199.0% | +55.9% | +143.1% | +136.9% |
| 5Y | +157.4% | -44.8% | +202.2% | +184.5% |
| 10Y | +457.2% | +371.4% | +85.9% | +160.1% |
| All | +1,796.5% | +2,015.1% | -218.7% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling