-50.6%
ZTS vs GFI
+26.4%
-77.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -3.7% | -4.9% | +1.1% | -3.6% |
| 30D | -0.8% | +10.7% | -11.5% | -1.2% |
| 3M | -9.7% | +25.6% | -35.4% | -10.7% |
| 6M | -38.4% | -8.3% | -30.1% | -37.8% |
| YTD | -41.1% | +6.3% | -47.4% | -41.4% |
| 1Y | -50.6% | +22.1% | -72.7% | -51.7% |
| All | -50.6% | +26.4% | -77.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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