-59.0%
ZTS vs GTLB
-12.2%
-46.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -3.8% | -6.6% | +2.8% | -3.3% |
| 30D | -2.0% | +13.7% | -15.8% | -3.1% |
| 3M | -10.2% | +52.9% | -63.1% | -13.4% |
| 6M | -39.4% | +88.5% | -127.9% | -42.9% |
| YTD | -40.8% | +23.4% | -64.3% | -42.0% |
| 1Y | -50.1% | -3.8% | -46.3% | -49.8% |
| All | -59.0% | -12.2% | -46.8% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling