-62.3%
ZTS vs GPN
-44.7%
-17.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -4.6% | +0.8% | -2.6% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | -9.7% | +35.4% | -45.2% | -16.8% |
| 6M | -38.4% | +21.7% | -60.1% | -41.9% |
| YTD | -41.1% | +14.9% | -56.0% | -43.9% |
| 1Y | -50.6% | +3.2% | -53.8% | -51.8% |
| 3Y | -59.1% | -27.1% | -32.0% | -57.0% |
| All | -62.3% | -44.7% | -17.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling