+55.5%
ZTS vs GAP
+27.6%
+27.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -4.5% | -6.3% | +1.8% | -3.7% |
| 30D | -3.3% | -0.2% | -3.1% | -3.4% |
| 3M | -9.7% | 0.0% | -9.8% | -9.9% |
| 6M | -38.8% | -8.1% | -30.7% | -38.4% |
| YTD | -41.2% | -16.5% | -24.7% | -40.2% |
| 1Y | -50.3% | -10.5% | -39.8% | -50.0% |
| 3Y | -59.1% | +104.0% | -163.1% | -64.8% |
| 5Y | -62.8% | +6.8% | -69.5% | -66.4% |
| All | +55.5% | +27.6% | +27.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling