-17.4%
ZBH vs GNRC
+448.8%
-466.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -4.5% | -15.7% | +11.2% | -1.8% |
| 3M | +7.6% | -27.3% | +34.9% | +12.7% |
| 6M | +0.3% | -12.1% | +12.3% | +0.4% |
| YTD | +4.5% | +37.1% | -32.6% | -4.5% |
| 1Y | -9.4% | -0.5% | -8.9% | -12.5% |
| 3Y | -21.5% | +61.5% | -83.0% | -33.7% |
| 5Y | -28.4% | -58.6% | +30.2% | -21.0% |
| All | -17.4% | +448.8% | -466.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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