-20.0%
GFS vs ZBH
+5.8%
-25.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.7% |
| 7D | -3.1% | +11.3% | -14.4% | -3.6% |
| 30D | -16.0% | +21.5% | -37.6% | -17.1% |
| 3M | -24.7% | +12.5% | -37.2% | -25.2% |
| 6M | -45.1% | +32.3% | -77.4% | -47.7% |
| YTD | +16.5% | +21.4% | -5.0% | +13.4% |
| 1Y | +19.3% | +23.7% | -4.4% | +15.4% |
| 3Y | -20.0% | +7.0% | -27.0% | -31.5% |
| All | -20.0% | +5.8% | -25.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling