-62.4%
ZTS vs GIS
-23.6%
-38.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -3.8% | -8.6% | +4.8% | -1.4% |
| 30D | -2.0% | -0.5% | -1.6% | -1.9% |
| 3M | -10.2% | +11.9% | -22.1% | -13.2% |
| 6M | -39.4% | -11.6% | -27.8% | -37.5% |
| YTD | -40.8% | -16.3% | -24.5% | -38.1% |
| 1Y | -50.1% | -21.8% | -28.4% | -46.9% |
| 3Y | -58.9% | -35.7% | -23.2% | -54.2% |
| 5Y | -62.4% | -22.9% | -39.5% | -60.2% |
| All | -62.4% | -23.6% | -38.8% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling