+22.7%
ZBRA vs GGLL
+328.7%
-306.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +1.8% | -4.8% | +6.5% | +2.9% |
| 30D | -1.7% | -13.7% | +12.0% | +1.6% |
| 3M | +47.8% | -21.9% | +69.6% | +54.4% |
| 6M | +56.7% | +11.7% | +45.1% | +47.0% |
| YTD | +49.4% | +2.3% | +47.1% | +42.8% |
| 1Y | +16.5% | +76.2% | -59.6% | -5.1% |
| 3Y | +31.5% | +245.0% | -213.5% | -21.5% |
| All | +22.7% | +328.7% | -306.0% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling