+2,064.0%
GS vs ZBRA
+2,287.3%
-223.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +0.9% | +1.8% | -0.8% | +0.3% |
| 30D | -1.6% | -1.7% | +0.1% | -1.0% |
| 3M | -4.5% | +47.8% | -52.2% | -18.9% |
| 6M | +20.9% | +56.7% | -35.9% | -0.3% |
| YTD | +19.9% | +49.4% | -29.5% | 0.0% |
| 1Y | +41.4% | +16.5% | +24.9% | +28.1% |
| 3Y | +239.2% | +31.5% | +207.7% | +186.0% |
| 5Y | +185.0% | -38.6% | +223.6% | +203.3% |
| 10Y | +655.0% | +421.0% | +234.0% | +240.6% |
| All | +2,064.0% | +2,287.3% | -223.3% | +399.4% |
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 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