+232.1%
ZBH vs GME
+1,082.6%
-850.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.8% | +7.2% | -10.0% | -3.1% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | +13.4% | -14.0% | +27.4% | +14.0% |
| 6M | +3.0% | -19.7% | +22.7% | +3.8% |
| YTD | +9.7% | -4.6% | +14.2% | +9.6% |
| 1Y | -5.4% | -14.3% | +8.9% | -5.1% |
| 3Y | -15.6% | +4.0% | -19.6% | -20.6% |
| 5Y | -28.1% | -62.2% | +34.1% | -31.3% |
| 10Y | -15.2% | +241.4% | -256.6% | -53.8% |
| All | +232.1% | +1,082.6% | -850.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling