-44.7%
ZTS vs GGLL
+210.8%
-255.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +5.6% | +7.7% | -2.1% | +4.7% |
| 30D | +12.1% | -30.2% | +42.3% | +15.9% |
| 3M | +11.3% | -31.3% | +42.5% | +15.1% |
| 6M | +14.3% | -52.1% | +66.4% | +22.5% |
| YTD | -31.9% | -25.9% | -6.0% | -31.4% |
| 1Y | -29.3% | -8.5% | -20.8% | -30.8% |
| 3Y | -48.0% | +165.5% | -213.6% | -60.1% |
| All | -44.7% | +210.8% | -255.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling