+478.5%
GS vs ZTS
+74.0%
+404.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.3% |
| 7D | +0.8% | -1.0% | +1.9% | +1.2% |
| 30D | +1.2% | +10.8% | -9.6% | -2.7% |
| 3M | -12.4% | +14.1% | -26.5% | -16.9% |
| 6M | -2.3% | +0.8% | -3.1% | -3.9% |
| YTD | +4.6% | -33.1% | +37.7% | +19.6% |
| 1Y | +17.5% | -30.0% | +47.5% | +31.5% |
| 3Y | +202.0% | -49.5% | +251.6% | +276.5% |
| 5Y | +152.4% | -60.2% | +212.6% | +244.9% |
| 10Y | +478.5% | +77.0% | +401.5% | +318.3% |
| All | +478.5% | +74.0% | +404.5% | +318.3% |
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 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