-50.3%
ZTS vs GGLL
+328.7%
-379.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | +1.9% | -13.7% | +15.6% | +3.6% |
| 3M | -4.0% | -21.9% | +17.8% | -1.8% |
| 6M | -39.1% | +11.7% | -50.8% | -40.9% |
| YTD | -38.8% | +2.3% | -41.1% | -40.0% |
| 1Y | -49.6% | +76.2% | -125.7% | -54.1% |
| 3Y | -59.0% | +245.0% | -304.0% | -69.0% |
| All | -50.3% | +328.7% | -379.0% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling