-2.4%
GIS vs Z
+25.1%
-27.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -2.4% |
| 7D | -7.8% | -3.0% | -4.8% | -7.8% |
| 30D | +6.6% | -4.2% | +10.8% | +6.6% |
| 3M | +21.0% | -3.7% | +24.7% | +20.9% |
| 6M | -9.1% | -24.5% | +15.4% | -9.0% |
| YTD | -13.6% | -49.3% | +35.7% | -13.5% |
| 1Y | -18.0% | -58.7% | +40.7% | -17.8% |
| 3Y | -33.7% | -34.1% | +0.5% | -33.5% |
| 5Y | -19.4% | -64.5% | +45.1% | -19.2% |
| 10Y | -21.3% | -0.5% | -20.8% | -24.7% |
| All | -2.4% | +25.1% | -27.5% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling