+174.6%
ZTS vs GPC
+199.8%
-25.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | +1.9% | +6.0% | -4.1% | -0.3% |
| 3M | -4.0% | +42.6% | -46.6% | -16.3% |
| 6M | -39.1% | +22.8% | -61.9% | -44.0% |
| YTD | -38.8% | +15.5% | -54.3% | -42.9% |
| 1Y | -49.6% | +2.0% | -51.6% | -50.8% |
| 3Y | -59.0% | -1.4% | -57.5% | -60.7% |
| 5Y | -61.8% | +30.6% | -92.4% | -67.6% |
| 10Y | +61.4% | +80.6% | -19.2% | +10.2% |
| All | +174.6% | +199.8% | -25.2% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling