+160.0%
GS vs ZTS
-59.5%
+219.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -7.4% | +7.3% | +1.9% |
| 30D | +3.7% | +9.9% | -6.2% | +1.2% |
| 3M | -10.0% | +10.3% | -20.3% | -12.3% |
| 6M | -1.0% | +9.2% | -10.2% | -3.9% |
| YTD | +7.0% | -32.9% | +39.9% | +18.8% |
| 1Y | +16.6% | -29.7% | +46.3% | +27.4% |
| 3Y | +204.4% | -49.0% | +253.4% | +260.1% |
| 5Y | +160.0% | -59.3% | +219.3% | +196.9% |
| All | +160.0% | -59.5% | +219.6% | +196.9% |
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 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