-18.0%
GIS vs ZYBT
-83.2%
+65.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.5% |
| 7D | -7.8% | -6.9% | -0.9% | -7.9% |
| 30D | +6.6% | -31.8% | +38.3% | +6.5% |
| 3M | +21.0% | +94.0% | -73.0% | +22.0% |
| 6M | -9.1% | +99.0% | -108.1% | -7.7% |
| YTD | -13.6% | +40.0% | -53.6% | -12.6% |
| 1Y | -18.0% | -79.5% | +61.5% | -17.7% |
| All | -18.0% | -83.2% | +65.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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