+174.6%
ZTS vs GRMN
+998.0%
-823.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.1% |
| 30D | +1.9% | -8.4% | +10.3% | +4.7% |
| 3M | -4.0% | +15.0% | -19.0% | -9.1% |
| 6M | -39.1% | +11.2% | -50.3% | -41.8% |
| YTD | -38.8% | +37.7% | -76.5% | -45.7% |
| 1Y | -49.6% | +18.5% | -68.0% | -53.1% |
| 3Y | -59.0% | +175.8% | -234.8% | -72.9% |
| 5Y | -61.8% | +75.1% | -136.9% | -70.9% |
| 10Y | +61.4% | +637.0% | -575.6% | -19.3% |
| All | +174.6% | +998.0% | -823.3% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling