+174.0%
GD vs ZBH
+17.3%
+156.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -1.9% | +10.6% | -12.5% | -5.2% |
| 30D | +10.9% | +20.4% | -9.5% | +4.4% |
| 3M | -6.8% | +10.0% | -16.8% | -9.9% |
| 6M | +7.0% | +31.0% | -24.0% | -2.6% |
| YTD | +11.1% | +20.3% | -9.2% | +3.2% |
| 1Y | +7.0% | +22.2% | -15.2% | -1.1% |
| 3Y | +59.9% | +4.7% | +55.2% | +51.5% |
| 5Y | +102.5% | -13.7% | +116.2% | +101.6% |
| 10Y | +174.0% | +19.3% | +154.7% | +152.1% |
| All | +174.0% | +17.3% | +156.8% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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