+231.1%
GM vs ZTS
+58.7%
+172.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | -1.1% | -0.8% | -0.3% | -1.0% |
| 3M | +6.1% | -9.7% | +15.9% | +10.1% |
| 6M | +15.0% | -38.4% | +53.4% | +38.2% |
| YTD | +6.0% | -41.1% | +47.1% | +29.9% |
| 1Y | +47.1% | -50.6% | +97.7% | +94.0% |
| 3Y | +170.5% | -59.1% | +229.6% | +279.9% |
| 5Y | +80.5% | -62.7% | +143.2% | +157.9% |
| All | +231.1% | +58.7% | +172.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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