-30.5%
ZBH vs GTLB
-50.0%
+19.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.4% | +1.5% | -3.6% |
| 7D | -5.2% | +4.6% | -9.8% | -5.5% |
| 30D | -2.4% | +21.0% | -23.4% | -3.7% |
| 3M | +8.3% | +51.7% | -43.5% | +5.1% |
| 6M | +0.7% | +89.3% | -88.6% | -4.0% |
| YTD | +5.3% | +25.6% | -20.3% | +3.1% |
| 1Y | -9.1% | -1.5% | -7.5% | -9.8% |
| 3Y | -19.7% | -9.9% | -9.8% | -22.0% |
| All | -30.5% | -50.0% | +19.4% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling