+415.6%
ZBRA vs GPC
+88.6%
+327.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -8.8% | +1.3% | -10.1% | -9.5% |
| 3M | +47.2% | +37.1% | +10.1% | +24.9% |
| 6M | +61.3% | +23.2% | +38.1% | +44.0% |
| YTD | +42.0% | +13.1% | +28.9% | +31.0% |
| 1Y | +10.5% | +0.9% | +9.6% | +7.9% |
| 3Y | +34.5% | -0.8% | +35.3% | +26.8% |
| 5Y | -40.3% | +31.1% | -71.4% | -51.4% |
| All | +415.6% | +88.6% | +327.0% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling