+55.7%
ZTS vs GIS
-19.5%
+75.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.7% | -6.4% | +2.6% | -1.9% |
| 30D | -0.8% | -6.1% | +5.3% | +1.0% |
| 3M | -9.7% | +7.8% | -17.6% | -12.1% |
| 6M | -38.4% | -8.8% | -29.6% | -37.0% |
| YTD | -41.1% | -19.1% | -22.0% | -37.7% |
| 1Y | -50.6% | -24.8% | -25.9% | -46.7% |
| 3Y | -59.1% | -37.6% | -21.6% | -53.7% |
| 5Y | -62.7% | -25.4% | -37.3% | -60.6% |
| All | +55.7% | -19.5% | +75.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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