-48.0%
ZTS vs GLXY
-38.3%
-9.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +3.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.2% |
| 30D | +10.8% | -28.6% | +39.4% | +11.0% |
| 3M | +14.1% | -28.1% | +42.1% | +14.0% |
| 6M | +0.8% | -52.0% | +52.8% | +2.0% |
| YTD | -33.1% | -35.1% | +2.0% | -33.2% |
| 1Y | -30.0% | -54.0% | +24.0% | -29.6% |
| All | -48.0% | -38.3% | -9.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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