-59.3%
ZTS vs GAP
+5.8%
-65.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -7.4% | -9.3% | +1.9% | -6.1% |
| 30D | +9.9% | -5.5% | +15.4% | +10.8% |
| 3M | +10.3% | +3.5% | +6.8% | +9.7% |
| 6M | +9.2% | +0.7% | +8.5% | +8.6% |
| YTD | -32.9% | -13.4% | -19.5% | -32.1% |
| 1Y | -29.7% | -7.7% | -22.1% | -29.5% |
| 3Y | -49.0% | +74.4% | -123.4% | -55.1% |
| 5Y | -59.3% | +5.3% | -64.6% | -65.2% |
| All | -59.3% | +5.8% | -65.1% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling