-54.5%
GTLB vs ZBRA
-31.3%
-23.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -4.1% | -3.8% | -0.3% | -1.7% |
| 30D | +12.3% | -10.2% | +22.5% | +20.1% |
| 3M | +65.9% | +58.7% | +7.2% | +18.4% |
| 6M | +104.0% | +61.9% | +42.1% | +38.3% |
| YTD | +26.0% | +41.7% | -15.6% | -7.1% |
| 1Y | -3.5% | +12.4% | -15.8% | -16.9% |
| 3Y | -9.6% | +34.2% | -43.8% | -38.3% |
| All | -54.5% | -31.3% | -23.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling