-30.0%
ZTS vs GTLB
+2.8%
-32.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | -3.5% | +4.5% | +1.1% |
| 30D | +12.4% | -9.0% | +21.4% | +12.5% |
| 3M | +13.6% | +15.9% | -2.3% | +14.0% |
| 6M | +9.3% | +104.9% | -95.5% | +10.9% |
| YTD | -32.6% | +26.0% | -58.6% | -31.0% |
| All | -30.0% | +2.8% | -32.8% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling