+55.7%
ZTS vs GME
+285.6%
-229.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.1% |
| 7D | -3.7% | +10.4% | -14.1% | -3.9% |
| 30D | -0.8% | +14.1% | -14.9% | -0.9% |
| 3M | -9.7% | -4.6% | -5.1% | -9.7% |
| 6M | -38.4% | -13.5% | -24.9% | -38.3% |
| YTD | -41.1% | +5.3% | -46.4% | -41.1% |
| 1Y | -50.6% | -14.9% | -35.7% | -50.6% |
| 3Y | -59.1% | +24.3% | -83.4% | -59.7% |
| 5Y | -62.7% | -55.6% | -7.1% | -63.3% |
| All | +55.7% | +285.6% | -229.9% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling