-62.3%
ZTS vs GFS
-3.7%
-58.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.8% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | +1.9% | -8.6% | +10.5% | +2.7% |
| 3M | -4.0% | -46.5% | +42.5% | +3.4% |
| 6M | -39.1% | -4.8% | -34.3% | -40.8% |
| YTD | -38.8% | +29.7% | -68.5% | -43.9% |
| 1Y | -49.6% | +35.8% | -85.4% | -54.3% |
| 3Y | -59.0% | -18.3% | -40.6% | -60.7% |
| All | -62.3% | -3.7% | -58.6% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling