+375.7%
ZBRA vs GPC
+74.2%
+301.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | -17.8% | -6.0% | -11.8% | -15.5% |
| 3M | -16.0% | -7.6% | -8.4% | -13.1% |
| 6M | +31.4% | +24.2% | +7.2% | +16.2% |
| YTD | +30.9% | +2.7% | +28.2% | +26.0% |
| 1Y | +24.3% | +0.2% | +24.1% | +21.2% |
| 3Y | +54.2% | -0.8% | +54.9% | +44.6% |
| 5Y | -46.3% | +4.4% | -50.7% | -51.2% |
| All | +375.7% | +74.2% | +301.6% | +238.8% |
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