+18.6%
GLXY vs ZBH
-1.7%
+20.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.7% | +1.9% |
| 7D | +15.5% | -5.2% | +20.7% | +14.2% |
| 30D | +34.1% | -2.4% | +36.5% | +33.4% |
| 3M | -11.3% | +8.3% | -19.6% | -10.8% |
| 6M | +31.6% | +0.7% | +30.9% | +32.7% |
| YTD | +21.0% | +5.3% | +15.6% | +22.5% |
| 1Y | +11.7% | -9.1% | +20.8% | +15.1% |
| All | +18.6% | -1.7% | +20.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling