+423.9%
ZBRA vs GAP
+31.2%
+392.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.2% |
| 7D | -3.4% | -4.1% | +0.7% | -2.4% |
| 30D | -7.4% | +6.2% | -13.6% | -9.1% |
| 3M | +57.5% | -0.7% | +58.2% | +56.9% |
| 6M | +64.0% | -7.1% | +71.1% | +64.9% |
| YTD | +44.3% | -14.1% | +58.4% | +47.5% |
| 1Y | +10.9% | -8.5% | +19.4% | +11.3% |
| 3Y | +37.5% | +115.4% | -77.8% | +6.5% |
| 5Y | -39.7% | +9.8% | -49.5% | -48.7% |
| All | +423.9% | +31.2% | +392.6% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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