-31.3%
ZBH vs GPC
+29.0%
-60.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +8.3% | +39.2% | -30.9% | -1.9% |
| 6M | +0.7% | +18.2% | -17.6% | -4.6% |
| YTD | +5.3% | +12.1% | -6.7% | +0.3% |
| 1Y | -9.1% | -0.7% | -8.4% | -10.1% |
| 3Y | -19.7% | -1.7% | -18.0% | -22.3% |
| 5Y | -31.3% | +29.3% | -60.6% | -44.2% |
| All | -31.3% | +29.0% | -60.3% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling