+12.4%
GD vs ZBH
-9.7%
+22.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | -3.5% | -5.2% | +1.7% | -3.0% |
| 30D | -9.0% | -2.4% | -6.6% | -8.8% |
| 3M | +5.1% | +8.3% | -3.2% | +4.3% |
| 6M | -1.0% | +0.7% | -1.7% | -1.0% |
| YTD | +7.3% | +5.3% | +2.0% | +6.8% |
| 1Y | +12.4% | -9.1% | +21.5% | +13.7% |
| All | +12.4% | -9.7% | +22.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling