-31.1%
ZBH vs GTLB
-50.1%
+19.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -4.7% | -5.7% | +1.0% | -4.3% |
| 30D | -4.5% | +15.1% | -19.6% | -5.4% |
| 3M | +7.6% | +65.5% | -57.9% | +3.9% |
| 6M | +0.3% | +102.9% | -102.6% | -4.8% |
| YTD | +4.5% | +25.2% | -20.7% | +2.3% |
| 1Y | -9.4% | -5.5% | -3.9% | -9.8% |
| 3Y | -21.5% | -10.9% | -10.6% | -23.6% |
| All | -31.1% | -50.1% | +19.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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