+163.9%
ZTS vs GFI
+491.1%
-327.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -4.5% | -5.1% | +0.7% | -4.4% |
| 30D | -3.3% | +13.4% | -16.7% | -3.7% |
| 3M | -9.7% | +36.2% | -46.0% | -10.6% |
| 6M | -38.8% | -9.8% | -29.0% | -38.8% |
| YTD | -41.2% | +7.7% | -48.9% | -41.5% |
| 1Y | -50.3% | +27.2% | -77.5% | -50.8% |
| 3Y | -59.1% | +300.3% | -359.4% | -61.0% |
| 5Y | -62.8% | +539.8% | -602.6% | -64.9% |
| 10Y | +57.8% | +1,058.5% | -1,000.7% | +50.4% |
| All | +163.9% | +491.1% | -327.1% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling