-18.0%
GIS vs ZBRA
+18.2%
-36.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -3.9% | -2.5% |
| 7D | -7.8% | +1.8% | -9.6% | -7.8% |
| 30D | +6.6% | -1.7% | +8.3% | +6.6% |
| 3M | +21.0% | +47.8% | -26.8% | +20.8% |
| 6M | -9.1% | +56.7% | -65.8% | -9.5% |
| YTD | -13.6% | +49.4% | -63.0% | -14.0% |
| 1Y | -18.0% | +16.5% | -34.6% | -18.5% |
| All | -18.0% | +18.2% | -36.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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