-22.4%
GTLB vs ZYBT
-58.9%
+36.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | -5.7% | -3.7% | -2.0% | -5.7% |
| 30D | +15.1% | 0.0% | +15.1% | +15.1% |
| 3M | +65.5% | +72.2% | -6.8% | +59.0% |
| 6M | +102.9% | +103.1% | -0.3% | +93.2% |
| YTD | +25.2% | +34.8% | -9.6% | +20.0% |
| 1Y | -5.5% | -83.2% | +77.6% | -6.2% |
| All | -22.4% | -58.9% | +36.5% | -27.2% |
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