+262.4%
ZBH vs GFI
+1,940.3%
-1,677.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.2% |
| 7D | -6.6% | -5.1% | -1.4% | -6.3% |
| 30D | -4.9% | +13.4% | -18.4% | -5.5% |
| 3M | +5.1% | +36.2% | -31.1% | +3.5% |
| 6M | +1.3% | -9.8% | +11.2% | +1.4% |
| YTD | +3.4% | +7.7% | -4.3% | +2.4% |
| 1Y | -8.7% | +27.2% | -35.9% | -10.5% |
| 3Y | -21.2% | +300.3% | -321.5% | -27.8% |
| 5Y | -29.2% | +539.8% | -569.0% | -37.3% |
| 10Y | -17.5% | +1,058.5% | -1,076.0% | -31.6% |
| All | +262.4% | +1,940.3% | -1,677.9% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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