-48.6%
ZTS vs GIS
-40.4%
-8.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +1.0% | -8.1% | +9.1% | +3.8% |
| 30D | +12.4% | +5.3% | +7.1% | +10.6% |
| 3M | +13.6% | -10.5% | +24.1% | +17.1% |
| 6M | +9.3% | +1.8% | +7.5% | +8.0% |
| YTD | -32.6% | -22.9% | -9.6% | -27.2% |
| 1Y | -30.0% | -22.9% | -7.1% | -24.6% |
| All | -48.6% | -40.4% | -8.2% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling