-10.1%
ZBH vs GGLL
+328.4%
-338.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -5.2% | +1.9% | -7.1% | -5.3% |
| 30D | -2.4% | -9.7% | +7.3% | -2.0% |
| 3M | +8.3% | -18.0% | +26.3% | +8.9% |
| 6M | +0.7% | +15.3% | -14.6% | -0.7% |
| YTD | +5.3% | +2.2% | +3.1% | +4.3% |
| 1Y | -9.1% | +73.1% | -82.2% | -12.8% |
| 3Y | -19.7% | +242.7% | -262.4% | -29.7% |
| All | -10.1% | +328.4% | -338.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling