-13.9%
ZTS vs GH
+473.1%
-486.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -4.5% | -1.2% | -3.2% | -4.3% |
| 30D | -3.3% | -3.7% | +0.4% | -2.9% |
| 3M | -9.7% | +21.7% | -31.4% | -12.6% |
| 6M | -38.8% | +75.7% | -114.6% | -43.9% |
| YTD | -41.2% | +55.7% | -96.9% | -45.3% |
| 1Y | -50.3% | +181.1% | -231.4% | -57.6% |
| 3Y | -59.1% | +371.6% | -430.8% | -69.3% |
| 5Y | -62.8% | +23.2% | -86.0% | -68.2% |
| All | -13.9% | +473.1% | -486.9% | -40.7% |
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