-59.2%
ZTS vs GIS
-34.9%
-24.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +1.0% | -8.1% | +9.1% | +3.5% |
| 30D | +12.4% | +5.3% | +7.1% | +10.7% |
| 3M | +13.6% | -10.5% | +24.1% | +16.8% |
| 6M | +9.3% | +1.8% | +7.5% | +8.2% |
| YTD | -32.6% | -22.9% | -9.6% | -28.0% |
| 1Y | -30.0% | -22.9% | -7.1% | -25.3% |
| 3Y | -48.7% | -40.5% | -8.2% | -41.6% |
| All | -59.2% | -34.9% | -24.3% | -54.9% |
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