-54.8%
GTLB vs ZBRA
-30.0%
-24.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.8% |
| 7D | -5.7% | -3.4% | -2.3% | -3.6% |
| 30D | +15.1% | -7.4% | +22.5% | +20.7% |
| 3M | +65.5% | +57.5% | +7.9% | +18.8% |
| 6M | +102.9% | +64.0% | +38.9% | +36.6% |
| YTD | +25.2% | +44.3% | -19.1% | -8.7% |
| 1Y | -5.5% | +10.9% | -16.4% | -17.5% |
| 3Y | -10.9% | +37.5% | -48.4% | -40.2% |
| All | -54.8% | -30.0% | -24.7% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling