+177.4%
GD vs ZBH
+16.4%
+161.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.5% |
| 7D | -3.0% | +11.3% | -14.3% | -6.4% |
| 30D | +9.3% | +21.5% | -12.2% | +2.6% |
| 3M | -7.2% | +12.5% | -19.7% | -10.9% |
| 6M | +5.5% | +32.3% | -26.8% | -4.3% |
| YTD | +9.5% | +21.4% | -11.9% | +1.5% |
| 1Y | +6.4% | +23.7% | -17.3% | -2.0% |
| 3Y | +59.8% | +7.0% | +52.8% | +50.4% |
| 5Y | +98.0% | -13.2% | +111.2% | +96.9% |
| 10Y | +177.4% | +19.3% | +158.1% | +156.1% |
| All | +177.4% | +16.4% | +161.0% | +156.1% |
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