-60.0%
ZTS vs GTLB
-47.1%
-12.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.0% | +11.1% | -13.0% | -3.0% |
| 30D | +1.9% | +37.8% | -35.9% | -1.5% |
| 3M | -4.0% | +61.6% | -65.6% | -8.8% |
| 6M | -39.1% | +98.9% | -138.1% | -43.8% |
| YTD | -38.8% | +32.8% | -71.6% | -41.2% |
| 1Y | -49.6% | +14.7% | -64.2% | -50.9% |
| 3Y | -59.0% | +1.3% | -60.3% | -60.9% |
| All | -60.0% | -47.1% | -12.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling