-47.9%
ZTS vs GLXY
-40.0%
-8.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.2% |
| 7D | -0.6% | -16.2% | +15.5% | -0.7% |
| 30D | +11.0% | -30.6% | +41.6% | +11.2% |
| 3M | +10.9% | -27.7% | +38.7% | +10.7% |
| 6M | +0.9% | -53.3% | +54.3% | +2.2% |
| YTD | -33.0% | -36.9% | +3.9% | -33.1% |
| 1Y | -29.6% | -55.6% | +26.0% | -29.2% |
| All | -47.9% | -40.0% | -8.0% | -46.4% |
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