-21.1%
GIS vs ZBH
-16.2%
-4.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -6.4% | -4.7% | -1.7% | -5.8% |
| 30D | -6.1% | -4.5% | -1.6% | -5.5% |
| 3M | +7.8% | +7.6% | +0.3% | +7.0% |
| 6M | -8.8% | +0.3% | -9.1% | -9.0% |
| YTD | -19.1% | +4.5% | -23.7% | -19.7% |
| 1Y | -24.8% | -9.4% | -15.4% | -24.3% |
| 3Y | -37.6% | -21.5% | -16.1% | -36.6% |
| 5Y | -25.4% | -28.4% | +3.0% | -24.1% |
| All | -21.1% | -16.2% | -4.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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