+174.6%
ZTS vs GIS
+46.9%
+127.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +0.1% |
| 7D | -2.0% | -7.8% | +5.9% | +0.5% |
| 30D | +1.9% | +6.6% | -4.7% | -0.2% |
| 3M | -4.0% | +21.0% | -25.0% | -9.8% |
| 6M | -39.1% | -9.1% | -30.1% | -37.7% |
| YTD | -38.8% | -13.6% | -25.2% | -36.4% |
| 1Y | -49.6% | -18.0% | -31.5% | -46.9% |
| 3Y | -59.0% | -33.7% | -25.3% | -54.2% |
| 5Y | -61.8% | -19.4% | -42.3% | -60.5% |
| 10Y | +61.4% | -21.3% | +82.7% | +65.0% |
| All | +174.6% | +46.9% | +127.7% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling