+202.6%
ZTS vs GME
+503.8%
-301.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.0% | +6.0% | -5.0% | +0.9% |
| 30D | +12.4% | -5.9% | +18.3% | +12.5% |
| 3M | +13.6% | +38.2% | -24.6% | +13.0% |
| 6M | +9.3% | +14.5% | -5.2% | +9.1% |
| YTD | -32.6% | +27.6% | -60.2% | -32.8% |
| 1Y | -30.0% | +19.9% | -50.0% | -30.2% |
| 3Y | -48.7% | +104.3% | -153.0% | -50.0% |
| 5Y | -59.3% | -49.3% | -10.0% | -60.1% |
| 10Y | +79.8% | +473.0% | -393.2% | +43.4% |
| All | +202.6% | +503.8% | -301.2% | +154.5% |
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