+238.0%
GM vs ZBH
+116.2%
+121.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -2.4% | -4.7% | +2.2% | -0.1% |
| 30D | -1.1% | -4.5% | +3.4% | +1.1% |
| 3M | +6.1% | +7.6% | -1.5% | +1.5% |
| 6M | +15.0% | +0.3% | +14.7% | +13.0% |
| YTD | +6.0% | +4.5% | +1.5% | +1.5% |
| 1Y | +47.1% | -9.4% | +56.5% | +49.7% |
| 3Y | +170.5% | -21.5% | +192.0% | +189.9% |
| 5Y | +80.5% | -28.4% | +108.9% | +99.6% |
| 10Y | +238.7% | -16.5% | +255.2% | +222.6% |
| All | +238.0% | +116.2% | +121.9% | +79.0% |
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 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