-1.5%
GIS vs ZS
+498.3%
-499.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.3% |
| 7D | -6.4% | -3.1% | -3.3% | -6.4% |
| 30D | -6.1% | -7.2% | +1.1% | -6.1% |
| 3M | +7.8% | +30.5% | -22.6% | +7.7% |
| 6M | -8.8% | +7.0% | -15.8% | -8.9% |
| YTD | -19.1% | -26.8% | +7.7% | -19.1% |
| 1Y | -24.8% | -42.6% | +17.8% | -24.7% |
| 3Y | -37.6% | -0.3% | -37.2% | -38.0% |
| 5Y | -25.4% | -39.2% | +13.8% | -25.9% |
| All | -1.5% | +498.3% | -499.8% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling