-23.6%
GIS vs Z
-64.6%
+41.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.8% |
| 7D | -8.4% | -11.6% | +3.2% | -7.5% |
| 30D | -5.2% | -8.5% | +3.3% | -4.5% |
| 3M | +8.2% | -7.9% | +16.1% | +8.3% |
| 6M | -12.0% | -29.1% | +17.1% | -12.3% |
| YTD | -18.9% | -54.2% | +35.3% | -20.3% |
| 1Y | -23.6% | -63.5% | +39.9% | -24.4% |
| All | -23.6% | -64.6% | +41.0% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling