-28.7%
ZBH vs GNRC
-58.7%
+30.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.8% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -4.5% | -15.7% | +11.2% | -2.8% |
| 3M | +7.6% | -27.3% | +34.9% | +10.9% |
| 6M | +0.3% | -12.1% | +12.3% | +0.2% |
| YTD | +4.5% | +37.1% | -32.6% | -1.8% |
| 1Y | -9.4% | -0.5% | -8.9% | -11.6% |
| 3Y | -21.5% | +61.5% | -83.0% | -30.1% |
| All | -28.7% | -58.7% | +30.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling