+74.1%
ZTS vs GDDY
+390.3%
-316.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | -0.8% | +6.8% | -7.6% | -2.6% |
| 3M | -9.7% | +30.5% | -40.2% | -16.7% |
| 6M | -38.4% | +13.3% | -51.7% | -41.6% |
| YTD | -41.1% | -21.0% | -20.1% | -39.0% |
| 1Y | -50.6% | -34.0% | -16.6% | -46.4% |
| 3Y | -59.1% | +33.1% | -92.2% | -64.2% |
| 5Y | -62.7% | +30.3% | -93.0% | -67.6% |
| 10Y | +58.1% | +205.5% | -147.4% | +16.8% |
| All | +74.1% | +390.3% | -316.2% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling