+61.4%
ZTS vs GD
+190.3%
-129.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.2% |
| 7D | -2.0% | -5.3% | +3.3% | +0.4% |
| 30D | +1.9% | -6.4% | +8.3% | +4.9% |
| 3M | -4.0% | +5.7% | -9.7% | -6.7% |
| 6M | -39.1% | -0.9% | -38.2% | -39.2% |
| YTD | -38.8% | +8.2% | -47.0% | -41.4% |
| 1Y | -49.6% | +13.4% | -63.0% | -52.8% |
| 3Y | -59.0% | +68.5% | -127.5% | -68.7% |
| 5Y | -61.8% | +97.2% | -158.9% | -73.3% |
| All | +61.4% | +190.3% | -129.0% | -8.1% |
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