-58.1%
ZTS vs GFS
-11.4%
-46.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | +5.6% | +7.4% | -1.8% | +4.7% |
| 30D | +12.1% | -15.3% | +27.3% | +13.9% |
| 3M | +11.3% | -21.1% | +32.4% | +13.7% |
| 6M | +14.3% | -44.5% | +58.8% | +20.8% |
| YTD | -31.9% | +19.2% | -51.1% | -37.3% |
| 1Y | -29.3% | +27.2% | -56.5% | -35.7% |
| 3Y | -48.0% | -20.1% | -27.9% | -50.5% |
| 5Y | -58.9% | -25.6% | -33.3% | -61.5% |
| All | -58.1% | -11.4% | -46.6% | -61.0% |
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 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