-58.7%
ZTS vs GME
+4.1%
-62.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | -6.0% | -15.1% | +9.1% | -5.6% |
| 6M | -38.7% | -22.5% | -16.2% | -38.3% |
| YTD | -40.6% | -5.9% | -34.7% | -40.5% |
| 1Y | -50.6% | -18.6% | -31.9% | -50.3% |
| 3Y | -58.7% | +6.7% | -65.4% | -60.7% |
| All | -58.7% | +4.1% | -62.8% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling