+797.2%
GS vs ZTS
+170.4%
+626.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.7% |
| 30D | -1.6% | +1.9% | -3.5% | -2.6% |
| 3M | -4.5% | -4.0% | -0.5% | -3.9% |
| 6M | +20.9% | -39.1% | +60.0% | +42.6% |
| YTD | +19.9% | -38.8% | +58.7% | +40.9% |
| 1Y | +41.4% | -49.6% | +91.0% | +78.0% |
| 3Y | +239.2% | -59.0% | +298.1% | +355.0% |
| 5Y | +185.0% | -61.8% | +246.8% | +284.7% |
| 10Y | +655.0% | +61.4% | +593.5% | +469.6% |
| All | +797.2% | +170.4% | +626.8% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling