+200.2%
ZTS vs GPC
+172.8%
+27.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.8% |
| 7D | -1.0% | +0.8% | -1.9% | -1.2% |
| 30D | +10.8% | -1.1% | +11.9% | +11.2% |
| 3M | +14.1% | -6.6% | +20.7% | +17.0% |
| 6M | +0.8% | +22.2% | -21.5% | -7.0% |
| YTD | -33.1% | +5.1% | -38.2% | -35.4% |
| 1Y | -30.0% | +2.8% | -32.8% | -31.9% |
| 3Y | -49.5% | +2.4% | -51.9% | -52.3% |
| 5Y | -60.2% | +7.8% | -68.0% | -63.7% |
| 10Y | +77.0% | +87.2% | -10.2% | +18.6% |
| All | +200.2% | +172.8% | +27.4% | +77.1% |
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 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