+858.8%
GSK vs ZBRA
+8,965.3%
-8,106.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.4% |
| 7D | -4.2% | +2.6% | -6.8% | -4.5% |
| 30D | -7.5% | -6.4% | -1.2% | -6.9% |
| 3M | -3.3% | +51.3% | -54.6% | -8.4% |
| 6M | -9.3% | +60.5% | -69.8% | -14.9% |
| YTD | +1.6% | +45.2% | -43.6% | -3.8% |
| 1Y | +25.5% | +12.3% | +13.1% | +22.1% |
| 3Y | +49.3% | +37.5% | +11.7% | +39.1% |
| 5Y | +46.7% | -39.2% | +85.9% | +48.0% |
| 10Y | +76.8% | +417.0% | -340.2% | +33.4% |
| All | +858.8% | +8,965.3% | -8,106.5% | +385.6% |
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