-26.7%
ZTS vs GFS
+15.5%
-42.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.9% | +13.4% | +7.1% |
| 7D | +15.4% | -12.5% | +27.9% | +14.6% |
| 30D | +25.8% | -16.9% | +42.7% | +24.7% |
| 3M | +18.1% | -22.3% | +40.4% | +17.0% |
| 6M | -19.7% | -40.2% | +20.5% | -21.1% |
| YTD | -27.5% | +16.0% | -43.5% | -30.9% |
| 1Y | -26.7% | +17.7% | -44.4% | -31.0% |
| All | -26.7% | +15.5% | -42.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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