+3.7%
ZBH vs GGLL
+195.8%
-192.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.5% |
| 7D | +11.3% | +6.3% | +4.9% | +11.0% |
| 30D | +21.5% | -35.1% | +56.6% | +23.5% |
| 3M | +12.5% | -37.7% | +50.2% | +14.4% |
| 6M | +32.3% | -54.1% | +86.4% | +36.1% |
| YTD | +21.4% | -29.4% | +50.9% | +21.8% |
| 1Y | +23.7% | -13.4% | +37.1% | +22.7% |
| 3Y | +7.0% | +158.3% | -151.3% | -6.0% |
| All | +3.7% | +195.8% | -192.1% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling