+58.8%
ZTS vs GPC
+83.6%
-24.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -3.8% | -0.6% | -3.1% | -3.5% |
| 30D | -2.0% | +1.3% | -3.3% | -2.5% |
| 3M | -10.2% | +37.1% | -47.3% | -20.3% |
| 6M | -39.4% | +23.2% | -62.6% | -44.2% |
| YTD | -40.8% | +13.1% | -53.9% | -44.3% |
| 1Y | -50.1% | +0.9% | -51.0% | -51.1% |
| 3Y | -58.9% | -0.8% | -58.1% | -60.7% |
| 5Y | -62.4% | +31.1% | -93.5% | -68.1% |
| 10Y | +58.8% | +87.4% | -28.6% | +8.1% |
| All | +58.8% | +83.6% | -24.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling