+606.9%
GEV vs ZS
-17.2%
+624.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -1.9% | -8.1% | +6.2% | -0.5% |
| 30D | -8.7% | -8.4% | -0.3% | -7.5% |
| 3M | +6.6% | +31.1% | -24.5% | +0.3% |
| 6M | +10.2% | +4.4% | +5.8% | +5.4% |
| YTD | +41.6% | -27.3% | +68.9% | +54.5% |
| 1Y | +43.9% | -41.4% | +85.2% | +70.5% |
| All | +606.9% | -17.2% | +624.1% | +647.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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