-17.4%
ZBH vs GME
+285.6%
-303.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.1% |
| 7D | -4.7% | +10.4% | -15.1% | -4.8% |
| 30D | -4.5% | +14.1% | -18.6% | -4.7% |
| 3M | +7.6% | -4.6% | +12.2% | +7.6% |
| 6M | +0.3% | -13.5% | +13.8% | +0.5% |
| YTD | +4.5% | +5.3% | -0.8% | +4.3% |
| 1Y | -9.4% | -14.9% | +5.5% | -9.2% |
| 3Y | -21.5% | +24.3% | -45.7% | -23.8% |
| 5Y | -28.4% | -55.6% | +27.2% | -30.1% |
| All | -17.4% | +285.6% | -303.0% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling