-63.8%
ZTS vs GFS
-2.1%
-61.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +3.2% | -7.7% | -4.9% |
| 30D | -3.3% | -9.6% | +6.3% | -2.3% |
| 3M | -9.7% | -38.5% | +28.7% | -4.7% |
| 6M | -38.8% | -1.3% | -37.5% | -40.9% |
| YTD | -41.2% | +31.8% | -73.0% | -46.2% |
| 1Y | -50.3% | +44.6% | -94.9% | -55.4% |
| 3Y | -59.1% | -20.6% | -38.5% | -60.5% |
| All | -63.8% | -2.1% | -61.7% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling