+165.6%
ZTS vs GNRC
+470.7%
-305.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -3.8% | +3.2% | -6.9% | -4.4% |
| 30D | -2.0% | -9.5% | +7.5% | -0.3% |
| 3M | -10.2% | -28.5% | +18.4% | -5.2% |
| 6M | -39.4% | -10.0% | -29.4% | -39.7% |
| YTD | -40.8% | +36.7% | -77.6% | -46.5% |
| 1Y | -50.1% | +2.6% | -52.7% | -52.4% |
| 3Y | -58.9% | +61.9% | -120.8% | -65.7% |
| 5Y | -62.4% | -59.0% | -3.3% | -59.7% |
| 10Y | +58.8% | +444.8% | -386.0% | -8.1% |
| All | +165.6% | +470.7% | -305.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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