-2.7%
GFS vs ZBH
-30.7%
+28.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.9% |
| 7D | +2.6% | -5.2% | +7.9% | +4.3% |
| 30D | -16.4% | -2.4% | -14.0% | -15.9% |
| 3M | -41.6% | +8.3% | -49.8% | -44.0% |
| 6M | -3.7% | +0.7% | -4.3% | -5.4% |
| YTD | +29.3% | +5.3% | +24.0% | +24.4% |
| 1Y | +37.1% | -9.1% | +46.2% | +38.7% |
| 3Y | -22.1% | -19.7% | -2.4% | -17.4% |
| All | -2.7% | -30.7% | +28.1% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling