+650.6%
GS vs ZTS
+194.8%
+455.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.9% | +1.6% | -3.5% |
| 7D | -6.3% | +4.9% | -11.2% | -8.0% |
| 30D | -3.1% | +15.9% | -19.0% | -8.3% |
| 3M | -17.7% | +11.1% | -28.8% | -21.2% |
| 6M | -4.6% | -26.0% | +21.5% | +4.3% |
| YTD | +0.3% | -33.3% | +33.6% | +14.0% |
| 1Y | +11.7% | -30.3% | +42.0% | +24.5% |
| 3Y | +183.6% | -47.0% | +230.6% | +242.4% |
| 5Y | +141.0% | -59.7% | +200.7% | +219.9% |
| 10Y | +507.4% | +80.3% | +427.1% | +340.1% |
| All | +650.6% | +194.8% | +455.8% | +359.6% |
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