-62.3%
ZTS vs GDDY
+29.8%
-92.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -3.7% | -3.2% | -0.5% | -3.1% |
| 30D | -0.8% | +6.8% | -7.6% | -2.5% |
| 3M | -9.7% | +30.5% | -40.2% | -16.5% |
| 6M | -38.4% | +13.3% | -51.7% | -41.4% |
| YTD | -41.1% | -21.0% | -20.1% | -38.2% |
| 1Y | -50.6% | -34.0% | -16.6% | -45.4% |
| 3Y | -59.1% | +33.1% | -92.2% | -66.1% |
| All | -62.3% | +29.8% | -92.1% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling