+185.8%
GS vs ZTS
-51.2%
+237.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | -2.4% | +11.7% | -14.1% | -4.1% |
| 3M | -15.7% | +3.5% | -19.2% | -16.2% |
| 6M | -6.8% | -27.6% | +20.9% | -0.6% |
| YTD | -0.1% | -35.5% | +35.4% | +9.7% |
| 1Y | +12.1% | -32.1% | +44.2% | +21.5% |
| 3Y | +185.8% | -49.1% | +234.9% | +229.9% |
| All | +185.8% | -51.2% | +237.0% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling