+55.7%
ZTS vs GDDY
+207.2%
-151.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -3.7% | -3.2% | -0.5% | -2.9% |
| 30D | -0.8% | +6.8% | -7.6% | -2.9% |
| 3M | -9.7% | +30.5% | -40.2% | -17.9% |
| 6M | -38.4% | +13.3% | -51.7% | -42.1% |
| YTD | -41.1% | -21.0% | -20.1% | -38.5% |
| 1Y | -50.6% | -34.0% | -16.6% | -45.5% |
| 3Y | -59.1% | +33.1% | -92.2% | -65.6% |
| 5Y | -62.7% | +30.3% | -93.0% | -69.0% |
| All | +55.7% | +207.2% | -151.5% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling