-47.6%
ZTS vs GGLL
+188.6%
-236.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -0.4% | +3.1% | -3.5% | -0.7% |
| 30D | +11.7% | -36.3% | +48.1% | +16.7% |
| 3M | +3.5% | -40.4% | +43.8% | +8.7% |
| 6M | -27.6% | -54.6% | +27.0% | -22.0% |
| YTD | -35.5% | -31.1% | -4.3% | -34.5% |
| 1Y | -32.1% | -19.2% | -12.9% | -32.6% |
| 3Y | -49.1% | +151.5% | -200.6% | -60.8% |
| All | -47.6% | +188.6% | -236.2% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling