+85.9%
ZTS vs GAP
+2.4%
+83.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.0% | -5.2% | +6.2% | +1.8% |
| 30D | +12.4% | -6.9% | +19.3% | +13.6% |
| 3M | +13.6% | +5.7% | +7.9% | +12.6% |
| 6M | +9.3% | +0.9% | +8.4% | +8.7% |
| YTD | -32.6% | -14.5% | -18.1% | -31.7% |
| 1Y | -30.0% | -12.1% | -17.9% | -29.4% |
| 3Y | -48.7% | +72.2% | -120.9% | -54.7% |
| 5Y | -59.3% | +4.5% | -63.9% | -63.1% |
| All | +85.9% | +2.4% | +83.5% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling