+87.8%
ZTS vs GAP
+1.5%
+86.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | +5.6% | -1.9% | +7.5% | +5.8% |
| 30D | +12.1% | -7.1% | +19.1% | +13.3% |
| 3M | +11.3% | +4.1% | +7.2% | +10.5% |
| 6M | +14.3% | +1.9% | +12.4% | +13.5% |
| YTD | -31.9% | -15.2% | -16.7% | -30.9% |
| 1Y | -29.3% | -10.6% | -18.6% | -28.7% |
| 3Y | -48.0% | +74.6% | -122.6% | -54.1% |
| 5Y | -58.9% | +3.7% | -62.5% | -62.7% |
| All | +87.8% | +1.5% | +86.3% | +45.0% |
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