-37.4%
GIS vs ZBH
-21.6%
-15.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.6% |
| 7D | -8.4% | -6.6% | -1.9% | -7.1% |
| 30D | -5.2% | -4.9% | -0.3% | -4.1% |
| 3M | +8.2% | +5.1% | +3.0% | +7.3% |
| 6M | -12.0% | +1.3% | -13.4% | -12.4% |
| YTD | -18.9% | +3.4% | -22.2% | -19.6% |
| 1Y | -23.6% | -8.7% | -14.9% | -22.9% |
| All | -37.4% | -21.6% | -15.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling