-62.8%
ZTS vs GME
-58.9%
-3.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -4.5% | +6.0% | -10.5% | -4.7% |
| 30D | -3.3% | +8.3% | -11.6% | -3.7% |
| 3M | -9.7% | -9.1% | -0.7% | -9.4% |
| 6M | -38.8% | -16.3% | -22.5% | -38.4% |
| YTD | -41.2% | +1.5% | -42.7% | -41.2% |
| 1Y | -50.3% | -16.3% | -34.0% | -50.0% |
| 3Y | -59.1% | +15.1% | -74.3% | -62.5% |
| 5Y | -62.8% | -57.2% | -5.6% | -65.6% |
| All | -62.8% | -58.9% | -3.9% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling