+55.7%
ZTS vs GPN
+28.5%
+27.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.7% | -4.3% | +0.6% | -2.3% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -9.7% | +35.8% | -45.5% | -19.2% |
| 6M | -38.4% | +22.0% | -60.4% | -43.1% |
| YTD | -41.1% | +15.2% | -56.3% | -44.9% |
| 1Y | -50.6% | +3.5% | -54.1% | -52.4% |
| 3Y | -59.1% | -26.9% | -32.2% | -56.8% |
| 5Y | -62.7% | -44.2% | -18.5% | -57.6% |
| All | +55.7% | +28.5% | +27.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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