-55.4%
GTLB vs ZBRA
-31.1%
-24.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.4% |
| 7D | -6.6% | -1.8% | -4.8% | -5.5% |
| 30D | +13.7% | -8.8% | +22.5% | +20.5% |
| 3M | +52.9% | +47.2% | +5.7% | +14.8% |
| 6M | +88.5% | +61.3% | +27.2% | +28.3% |
| YTD | +23.4% | +42.0% | -18.6% | -9.1% |
| 1Y | -3.8% | +10.5% | -14.3% | -16.1% |
| 3Y | -11.5% | +34.5% | -46.0% | -39.7% |
| All | -55.4% | -31.1% | -24.3% | -41.7% |
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