+37.5%
ZBRA vs GGLL
+247.9%
-210.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +2.6% | +1.9% | +0.7% | +2.2% |
| 30D | -6.4% | -9.7% | +3.4% | -4.6% |
| 3M | +51.3% | -18.0% | +69.3% | +55.3% |
| 6M | +60.5% | +15.3% | +45.2% | +51.4% |
| YTD | +45.2% | +2.2% | +43.0% | +40.1% |
| 1Y | +12.3% | +73.1% | -60.7% | -4.1% |
| 3Y | +37.5% | +242.7% | -205.2% | -4.2% |
| All | +37.5% | +247.9% | -210.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling