-61.5%
ZTS vs GTLB
-49.8%
-11.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -4.5% | -4.1% | -0.4% | -4.1% |
| 30D | -3.3% | +12.3% | -15.6% | -4.5% |
| 3M | -9.7% | +65.9% | -75.7% | -14.5% |
| 6M | -38.8% | +104.0% | -142.8% | -43.7% |
| YTD | -41.2% | +26.0% | -67.2% | -43.2% |
| 1Y | -50.3% | -3.5% | -46.8% | -50.7% |
| 3Y | -59.1% | -9.6% | -49.5% | -60.6% |
| All | -61.5% | -49.8% | -11.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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