-26.7%
ZTS vs GDDY
-11.8%
-14.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +7.0% |
| 7D | +15.4% | +11.1% | +4.4% | +14.2% |
| 30D | +25.8% | +18.6% | +7.1% | +23.8% |
| 3M | +18.1% | +32.8% | -14.7% | +15.1% |
| 6M | -19.7% | +34.0% | -53.8% | -21.9% |
| YTD | -27.5% | -4.6% | -22.9% | -19.8% |
| 1Y | -26.7% | -12.5% | -14.2% | -13.1% |
| All | -26.7% | -11.8% | -14.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling