-20.5%
ZBH vs GTLB
-12.2%
-8.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.5% |
| 7D | -4.9% | -6.6% | +1.7% | -4.7% |
| 30D | -3.2% | +13.7% | -17.0% | -3.6% |
| 3M | +5.8% | +52.9% | -47.1% | +4.6% |
| 6M | +2.0% | +88.5% | -86.5% | +0.2% |
| YTD | +5.8% | +23.4% | -17.7% | +5.1% |
| 1Y | -7.9% | -3.8% | -4.1% | -8.0% |
| All | -20.5% | -12.2% | -8.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling