+219.1%
ZBH vs GME
+1,066.0%
-846.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.9% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -2.4% | -1.4% | -1.0% | -2.4% |
| 3M | +8.3% | -15.1% | +23.4% | +8.9% |
| 6M | +0.7% | -22.5% | +23.1% | +1.6% |
| YTD | +5.3% | -5.9% | +11.3% | +5.4% |
| 1Y | -9.1% | -18.6% | +9.6% | -8.5% |
| 3Y | -19.7% | +6.7% | -26.4% | -24.6% |
| 5Y | -31.3% | -62.0% | +30.7% | -34.4% |
| 10Y | -18.9% | +239.5% | -258.4% | -55.8% |
| All | +219.1% | +1,066.0% | -846.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling