+3.6%
GIS vs ZS
+488.9%
-485.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.5% |
| 7D | -8.3% | -9.2% | +0.9% | -8.2% |
| 30D | +2.2% | -4.0% | +6.2% | +2.2% |
| 3M | +15.7% | +25.3% | -9.6% | +15.6% |
| 6M | -12.0% | -1.3% | -10.7% | -12.0% |
| YTD | -15.0% | -28.0% | +13.0% | -14.9% |
| 1Y | -20.1% | -42.5% | +22.4% | -20.0% |
| 3Y | -34.6% | +0.7% | -35.3% | -35.1% |
| 5Y | -22.8% | -42.3% | +19.5% | -23.2% |
| All | +3.6% | +488.9% | -485.3% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling