+284.4%
ZBH vs GPC
+852.0%
-567.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -0.1% | +6.0% | -6.1% | -2.7% |
| 3M | +13.4% | +42.6% | -29.2% | -3.6% |
| 6M | +3.0% | +22.8% | -19.8% | -6.9% |
| YTD | +9.7% | +15.5% | -5.8% | +0.6% |
| 1Y | -5.4% | +2.0% | -7.4% | -8.4% |
| 3Y | -15.6% | -1.4% | -14.1% | -20.1% |
| 5Y | -28.1% | +30.6% | -58.7% | -41.8% |
| 10Y | -15.2% | +80.6% | -95.8% | -44.9% |
| All | +284.4% | +852.0% | -567.6% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling