+1,394.2%
GD vs ZBH
+318.7%
+1,075.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -5.0% | +11.7% | -16.7% | -8.6% |
| 30D | +8.9% | +19.3% | -10.4% | +2.6% |
| 3M | -8.0% | +8.9% | -17.0% | -11.1% |
| 6M | +2.9% | +28.2% | -25.3% | -5.9% |
| YTD | +7.1% | +18.4% | -11.3% | -0.2% |
| 1Y | +5.9% | +20.6% | -14.6% | -2.0% |
| 3Y | +53.9% | -0.6% | +54.5% | +48.1% |
| 5Y | +95.4% | -19.7% | +115.2% | +98.3% |
| 10Y | +193.5% | +14.7% | +178.8% | +154.6% |
| All | +1,394.2% | +318.7% | +1,075.5% | +841.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling