+321.8%
ZBH vs GPC
+759.9%
-438.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +10.6% | +0.4% | +10.2% | +10.5% |
| 30D | +20.4% | -1.8% | +22.2% | +21.4% |
| 3M | +10.0% | -6.6% | +16.6% | +13.3% |
| 6M | +31.0% | +21.3% | +9.7% | +19.3% |
| YTD | +20.3% | +4.3% | +16.0% | +15.4% |
| 1Y | +22.2% | +3.3% | +19.0% | +17.7% |
| 3Y | +4.7% | +0.8% | +4.0% | -1.8% |
| 5Y | -13.7% | +7.4% | -21.1% | -23.5% |
| 10Y | +19.3% | +79.2% | -59.9% | -22.5% |
| All | +321.8% | +759.9% | -438.0% | +23.4% |
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