+174.6%
ZTS vs GME
+351.6%
-176.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.0% | +7.2% | -9.2% | -2.1% |
| 30D | +1.9% | +0.8% | +1.1% | +1.9% |
| 3M | -4.0% | -14.0% | +10.0% | -3.8% |
| 6M | -39.1% | -19.7% | -19.4% | -39.0% |
| YTD | -38.8% | -4.6% | -34.2% | -38.8% |
| 1Y | -49.6% | -14.3% | -35.2% | -49.5% |
| 3Y | -59.0% | +4.0% | -63.0% | -59.6% |
| 5Y | -61.8% | -62.2% | +0.4% | -62.3% |
| 10Y | +61.4% | +241.4% | -179.9% | +31.3% |
| All | +174.6% | +351.6% | -176.9% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling