-18.3%
ZBH vs GPC
+87.0%
-105.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -6.6% | -1.8% | -4.8% | -5.9% |
| 30D | -4.9% | +0.1% | -5.0% | -4.9% |
| 3M | +5.1% | +37.4% | -32.2% | -7.7% |
| 6M | +1.3% | +25.4% | -24.1% | -8.1% |
| YTD | +3.4% | +12.2% | -8.8% | -3.2% |
| 1Y | -8.7% | -0.3% | -8.4% | -10.3% |
| 3Y | -21.2% | -1.6% | -19.6% | -24.8% |
| 5Y | -29.2% | +31.0% | -60.2% | -42.4% |
| All | -18.3% | +87.0% | -105.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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