-59.3%
ZTS vs GH
+48.9%
-108.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.4% | -8.2% | +0.8% | -6.5% |
| 30D | +9.9% | -4.9% | +14.8% | +10.4% |
| 3M | +10.3% | -6.2% | +16.6% | +10.8% |
| 6M | +9.2% | +60.0% | -50.9% | +2.1% |
| YTD | -32.9% | +51.5% | -84.4% | -37.2% |
| 1Y | -29.7% | +58.4% | -88.1% | -34.6% |
| 3Y | -49.0% | +617.2% | -666.2% | -63.4% |
| 5Y | -59.3% | +47.0% | -106.3% | -66.2% |
| All | -59.3% | +48.9% | -108.2% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling