-39.6%
ZBRA vs GFI
+524.1%
-563.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -3.4% | -4.9% | +1.4% | -3.1% |
| 30D | -7.4% | +10.7% | -18.1% | -7.9% |
| 3M | +57.5% | +25.6% | +31.9% | +55.3% |
| 6M | +64.0% | -8.3% | +72.2% | +63.7% |
| YTD | +44.3% | +6.3% | +38.0% | +42.0% |
| 1Y | +10.9% | +22.1% | -11.2% | +7.9% |
| 3Y | +37.5% | +289.2% | -251.7% | +18.0% |
| All | -39.6% | +524.1% | -563.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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