-0.2%
ZTS vs GH
+446.7%
-446.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.3% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | +12.1% | -6.9% | +19.0% | +12.9% |
| 3M | +11.3% | -4.9% | +16.2% | +11.6% |
| 6M | +14.3% | +54.1% | -39.8% | +6.7% |
| YTD | -31.9% | +48.5% | -80.4% | -36.4% |
| 1Y | -29.3% | +61.2% | -90.4% | -34.8% |
| 3Y | -48.0% | +570.3% | -618.4% | -63.0% |
| 5Y | -58.9% | +46.1% | -105.0% | -65.7% |
| All | -0.2% | +446.7% | -446.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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