+1,409.3%
GD vs ZBH
+287.8%
+1,121.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.3% | -2.8% | -2.4% | -4.4% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | +5.7% | +13.4% | -7.7% | +1.1% |
| 6M | -0.9% | +3.0% | -3.9% | -2.8% |
| YTD | +8.2% | +9.7% | -1.5% | +3.9% |
| 1Y | +13.4% | -5.4% | +18.8% | +13.4% |
| 3Y | +68.5% | -15.6% | +84.1% | +71.6% |
| 5Y | +97.2% | -28.1% | +125.3% | +108.0% |
| 10Y | +190.2% | -15.2% | +205.4% | +177.6% |
| All | +1,409.3% | +287.8% | +1,121.5% | +880.4% |
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 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