-59.2%
ZTS vs GFS
-21.4%
-37.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +3.2% | -7.7% | -4.7% |
| 30D | -3.3% | -9.6% | +6.3% | -2.7% |
| 3M | -9.7% | -38.5% | +28.7% | -6.7% |
| 6M | -38.8% | -1.3% | -37.5% | -40.9% |
| YTD | -41.2% | +31.8% | -73.0% | -45.5% |
| 1Y | -50.3% | +44.6% | -94.9% | -54.7% |
| All | -59.2% | -21.4% | -37.8% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling