+17.7%
GFS vs ZBH
+11.3%
+6.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +13.5% | -19.4% | -2.1% |
| 7D | -12.5% | +14.3% | -26.8% | -8.8% |
| 30D | -16.9% | +20.3% | -37.2% | -12.1% |
| 3M | -22.3% | +15.3% | -37.5% | -18.3% |
| 6M | -40.2% | +33.9% | -74.2% | -36.2% |
| YTD | +16.0% | +23.5% | -7.5% | +25.5% |
| 1Y | +17.7% | +7.9% | +9.8% | +25.1% |
| All | +17.7% | +11.3% | +6.3% | +25.1% |
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 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