+55.5%
ZTS vs GRMN
+646.1%
-590.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | -3.3% | -12.1% | +8.8% | +1.3% |
| 3M | -9.7% | +18.0% | -27.7% | -16.1% |
| 6M | -38.8% | +13.7% | -52.6% | -42.5% |
| YTD | -41.2% | +35.3% | -76.5% | -48.5% |
| 1Y | -50.3% | +17.2% | -67.6% | -54.2% |
| 3Y | -59.1% | +179.6% | -238.8% | -75.7% |
| 5Y | -62.8% | +75.6% | -138.3% | -73.1% |
| All | +55.5% | +646.1% | -590.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling