+414.4%
ZBRA vs GPC
+87.0%
+327.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -3.8% | -1.8% | -2.0% | -2.9% |
| 30D | -10.2% | +0.1% | -10.3% | -10.3% |
| 3M | +58.7% | +37.4% | +21.3% | +34.5% |
| 6M | +61.9% | +25.4% | +36.5% | +43.2% |
| YTD | +41.7% | +12.2% | +29.5% | +31.2% |
| 1Y | +12.4% | -0.3% | +12.7% | +10.4% |
| 3Y | +34.2% | -1.6% | +35.8% | +27.0% |
| 5Y | -40.8% | +31.0% | -71.7% | -51.7% |
| All | +414.4% | +87.0% | +327.3% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling