+85.0%
GS vs ZYBT
-58.1%
+143.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | +3.4% | -4.2% | +7.6% | +3.4% |
| 30D | +0.2% | -16.4% | +16.6% | +0.2% |
| 3M | -0.3% | +82.9% | -83.2% | +0.1% |
| 6M | +27.4% | +110.7% | -83.3% | +26.3% |
| YTD | +19.6% | +37.4% | -17.7% | +19.9% |
| 1Y | +42.5% | -80.6% | +123.1% | +48.6% |
| All | +85.0% | -58.1% | +143.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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