+56.5%
ZTS vs GAP
+30.3%
+26.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.3% |
| 7D | -3.8% | -3.2% | -0.6% | -3.4% |
| 30D | -2.0% | -0.7% | -1.3% | -2.1% |
| 3M | -10.2% | -0.5% | -9.7% | -10.3% |
| 6M | -39.4% | -5.0% | -34.4% | -39.2% |
| YTD | -40.8% | -14.7% | -26.2% | -40.0% |
| 1Y | -50.1% | -8.6% | -41.5% | -50.0% |
| 3Y | -58.9% | +108.4% | -167.2% | -64.6% |
| 5Y | -62.4% | +5.8% | -68.1% | -66.0% |
| All | +56.5% | +30.3% | +26.1% | +18.8% |
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