+642.6%
GS vs ZBH
-18.8%
+661.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +1.4% |
| 7D | +3.4% | -5.2% | +8.6% | +5.5% |
| 30D | +0.2% | -2.4% | +2.6% | +1.0% |
| 3M | -0.3% | +8.3% | -8.6% | -4.5% |
| 6M | +27.4% | +0.7% | +26.7% | +25.1% |
| YTD | +19.6% | +5.3% | +14.3% | +15.1% |
| 1Y | +42.5% | -9.1% | +51.5% | +44.4% |
| 3Y | +240.4% | -19.7% | +260.1% | +257.0% |
| 5Y | +188.9% | -31.3% | +220.2% | +219.5% |
| 10Y | +642.6% | -18.9% | +661.5% | +614.9% |
| All | +642.6% | -18.8% | +661.4% | +614.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling