+75.8%
GM vs ZTS
-63.0%
+138.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.1% |
| 30D | -1.1% | -0.8% | -0.3% | -1.0% |
| 3M | +6.1% | -9.7% | +15.9% | +9.5% |
| 6M | +15.0% | -38.4% | +53.4% | +34.6% |
| YTD | +6.0% | -41.1% | +47.1% | +26.3% |
| 1Y | +47.1% | -50.6% | +97.7% | +87.0% |
| 3Y | +170.5% | -59.1% | +229.6% | +264.5% |
| All | +75.8% | -63.0% | +138.8% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling