+74.2%
ZTS vs GD
+190.6%
-116.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -0.4% | -5.0% | +4.6% | +1.8% |
| 30D | +11.7% | +8.9% | +2.8% | +7.5% |
| 3M | +3.5% | -8.0% | +11.5% | +7.2% |
| 6M | -27.6% | +2.9% | -30.5% | -28.9% |
| YTD | -35.5% | +7.1% | -42.5% | -38.0% |
| 1Y | -32.1% | +5.9% | -38.0% | -34.5% |
| 3Y | -49.1% | +53.9% | -102.9% | -59.3% |
| 5Y | -61.0% | +95.4% | -156.4% | -72.7% |
| All | +74.2% | +190.6% | -116.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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