-20.8%
GIS vs Z
-6.2%
-14.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -3.0% |
| 7D | -8.4% | -11.6% | +3.2% | -8.4% |
| 30D | -5.2% | -8.5% | +3.3% | -5.1% |
| 3M | +8.2% | -7.9% | +16.1% | +8.2% |
| 6M | -12.0% | -29.1% | +17.1% | -12.1% |
| YTD | -18.9% | -54.2% | +35.3% | -19.0% |
| 1Y | -23.6% | -63.5% | +39.9% | -23.8% |
| 3Y | -37.6% | -38.6% | +1.0% | -37.5% |
| 5Y | -25.2% | -66.0% | +40.8% | -25.2% |
| All | -20.8% | -6.2% | -14.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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