+165.6%
ZTS vs GPN
+274.4%
-108.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.6% |
| 7D | -3.8% | -6.2% | +2.5% | -1.6% |
| 30D | -2.0% | +1.0% | -3.1% | -2.5% |
| 3M | -10.2% | +36.9% | -47.1% | -19.8% |
| 6M | -39.4% | +16.8% | -56.2% | -43.2% |
| YTD | -40.8% | +13.2% | -54.1% | -44.3% |
| 1Y | -50.1% | +1.4% | -51.6% | -51.6% |
| 3Y | -58.9% | -28.6% | -30.2% | -56.3% |
| 5Y | -62.4% | -47.0% | -15.4% | -56.7% |
| 10Y | +58.8% | +25.2% | +33.7% | +26.8% |
| All | +165.6% | +274.4% | -108.8% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling