+139.3%
GS vs ZBH
-19.6%
+159.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.2% | +11.7% | -14.9% | -6.2% |
| 30D | -2.4% | +19.3% | -21.7% | -7.2% |
| 3M | -15.7% | +8.9% | -24.7% | -18.0% |
| 6M | -6.8% | +28.2% | -34.9% | -14.5% |
| YTD | -0.1% | +18.4% | -18.4% | -6.2% |
| 1Y | +12.1% | +20.6% | -8.5% | +4.5% |
| 3Y | +185.8% | -0.6% | +186.4% | +178.0% |
| All | +139.3% | -19.6% | +159.0% | +154.1% |
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