-1.2%
ZBH vs GGLL
+210.8%
-212.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -2.3% | +7.7% | -9.9% | -2.6% |
| 30D | +12.5% | -30.2% | +42.7% | +13.9% |
| 3M | +3.9% | -31.3% | +35.2% | +5.2% |
| 6M | +25.4% | -52.1% | +77.5% | +28.8% |
| YTD | +15.7% | -25.9% | +41.6% | +15.8% |
| 1Y | +15.2% | -8.5% | +23.6% | +14.0% |
| 3Y | +0.3% | +165.5% | -165.2% | -11.9% |
| All | -1.2% | +210.8% | -212.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling