+93.8%
GD vs ZBH
-19.6%
+113.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | -5.0% | +11.7% | -16.7% | -7.0% |
| 30D | +8.9% | +19.3% | -10.4% | +5.2% |
| 3M | -8.0% | +8.9% | -17.0% | -9.7% |
| 6M | +2.9% | +28.2% | -25.3% | -2.4% |
| YTD | +7.1% | +18.4% | -11.3% | +2.8% |
| 1Y | +5.9% | +20.6% | -14.6% | +1.3% |
| 3Y | +53.9% | -0.6% | +54.5% | +51.3% |
| All | +93.8% | -19.6% | +113.4% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling