+14.3%
ZTS vs GTLB
+108.7%
-94.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +1.0% |
| 7D | +5.6% | -0.7% | +6.3% | +5.6% |
| 30D | +12.1% | -10.2% | +22.3% | +12.6% |
| 3M | +11.3% | +10.1% | +1.2% | +11.2% |
| 6M | +14.3% | +116.5% | -102.2% | +10.8% |
| All | +14.3% | +108.7% | -94.4% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling