-9.4%
ZBH vs GAP
-7.6%
-1.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +0.8% |
| 7D | -4.7% | -4.1% | -0.6% | -4.2% |
| 30D | -4.5% | +6.2% | -10.7% | -5.3% |
| 3M | +7.6% | -0.7% | +8.3% | +7.0% |
| 6M | +0.3% | -7.1% | +7.4% | +0.2% |
| YTD | +4.5% | -14.1% | +18.6% | +4.7% |
| 1Y | -9.4% | -8.5% | -0.9% | -9.0% |
| All | -9.4% | -7.6% | -1.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling