-29.2%
ZBH vs GME
-58.9%
+29.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.4% |
| 7D | -6.6% | +6.0% | -12.6% | -6.7% |
| 30D | -4.9% | +8.3% | -13.3% | -5.2% |
| 3M | +5.1% | -9.1% | +14.2% | +5.4% |
| 6M | +1.3% | -16.3% | +17.7% | +1.8% |
| YTD | +3.4% | +1.5% | +1.8% | +3.2% |
| 1Y | -8.7% | -16.3% | +7.6% | -8.4% |
| 3Y | -21.2% | +15.1% | -36.3% | -26.1% |
| 5Y | -29.2% | -57.2% | +28.0% | -32.0% |
| All | -29.2% | -58.9% | +29.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling