-63.6%
ZTS vs GFS
-2.1%
-61.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -3.8% | +4.5% | -8.3% | -4.3% |
| 30D | -2.0% | -8.2% | +6.2% | -1.2% |
| 3M | -10.2% | -38.9% | +28.7% | -5.1% |
| 6M | -39.4% | -2.9% | -36.5% | -41.3% |
| YTD | -40.8% | +31.8% | -72.6% | -45.9% |
| 1Y | -50.1% | +43.1% | -93.2% | -55.2% |
| 3Y | -58.9% | -20.6% | -38.2% | -60.3% |
| All | -63.6% | -2.1% | -61.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling