-26.7%
ZTS vs GGLL
-11.6%
-15.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +7.1% |
| 7D | +15.4% | -23.1% | +38.5% | +16.8% |
| 30D | +25.8% | -32.9% | +58.6% | +28.5% |
| 3M | +18.1% | -44.9% | +63.0% | +22.3% |
| 6M | -19.7% | -49.5% | +29.8% | -16.4% |
| YTD | -27.5% | -28.9% | +1.4% | -27.7% |
| 1Y | -26.7% | -12.2% | -14.5% | -27.7% |
| All | -26.7% | -11.6% | -15.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling