-26.7%
ZTS vs GME
+15.0%
-41.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +6.7% |
| 7D | +15.4% | +7.8% | +7.7% | +13.7% |
| 30D | +25.8% | -0.4% | +26.2% | +25.6% |
| 3M | +18.1% | +30.9% | -12.8% | +11.4% |
| 6M | -19.7% | +5.5% | -25.2% | -19.7% |
| YTD | -27.5% | +25.2% | -52.7% | -28.6% |
| 1Y | -26.7% | +14.4% | -41.1% | -28.1% |
| All | -26.7% | +15.0% | -41.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling