-18.0%
GIS vs ZS
-37.1%
+19.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.5% |
| 7D | -7.8% | -7.8% | 0.0% | -7.9% |
| 30D | +6.6% | +5.0% | +1.5% | +6.7% |
| 3M | +21.0% | +25.5% | -4.6% | +21.5% |
| 6M | -9.1% | +8.7% | -17.8% | -8.7% |
| YTD | -13.6% | -24.5% | +10.9% | -16.7% |
| 1Y | -18.0% | -36.7% | +18.7% | -24.3% |
| All | -18.0% | -37.1% | +19.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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