-22.9%
GIS vs Z
-65.8%
+42.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -8.6% | -7.1% | -1.5% | -8.5% |
| 30D | -0.5% | -4.8% | +4.3% | -0.4% |
| 3M | +11.9% | -9.3% | +21.2% | +11.9% |
| 6M | -11.6% | -29.0% | +17.4% | -11.7% |
| YTD | -16.3% | -52.9% | +36.6% | -16.6% |
| 1Y | -21.8% | -63.1% | +41.4% | -22.0% |
| 3Y | -35.7% | -36.9% | +1.2% | -35.3% |
| 5Y | -22.9% | -65.5% | +42.6% | -23.9% |
| All | -22.9% | -65.8% | +42.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling