-59.1%
ZTS vs GDDY
+30.8%
-89.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | -0.8% | +6.8% | -7.6% | -1.8% |
| 3M | -9.7% | +30.5% | -40.2% | -13.9% |
| 6M | -38.4% | +13.3% | -51.7% | -40.2% |
| YTD | -41.1% | -21.0% | -20.1% | -38.7% |
| 1Y | -50.6% | -34.0% | -16.6% | -46.7% |
| 3Y | -59.1% | +33.1% | -92.2% | -63.6% |
| All | -59.1% | +30.8% | -89.9% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling