+189.6%
ZTS vs GPC
+166.6%
+23.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.9% |
| 30D | +11.7% | -2.1% | +13.8% | +12.6% |
| 3M | +3.5% | -6.8% | +10.3% | +6.1% |
| 6M | -27.6% | +18.6% | -46.2% | -32.4% |
| YTD | -35.5% | +2.7% | -38.1% | -37.2% |
| 1Y | -32.1% | +1.8% | -33.9% | -33.7% |
| 3Y | -49.1% | +1.1% | -50.1% | -51.7% |
| 5Y | -61.0% | +4.1% | -65.1% | -63.9% |
| 10Y | +74.4% | +88.2% | -13.8% | +16.4% |
| All | +189.6% | +166.6% | +23.0% | +72.3% |
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