+284.4%
ZBH vs GAP
+42.8%
+241.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.8% | -4.5% | +1.7% | -2.0% |
| 30D | -0.1% | +9.0% | -9.1% | -1.8% |
| 3M | +13.4% | +5.0% | +8.4% | +12.1% |
| 6M | +3.0% | -17.8% | +20.8% | +5.5% |
| YTD | +9.7% | -10.4% | +20.0% | +10.4% |
| 1Y | -5.4% | -3.4% | -2.0% | -6.6% |
| 3Y | -15.6% | +111.5% | -127.1% | -33.3% |
| 5Y | -28.1% | +8.8% | -36.9% | -38.5% |
| 10Y | -15.2% | +32.9% | -48.1% | -40.3% |
| All | +284.4% | +42.8% | +241.6% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling