+39.4%
GM vs ZS
-31.8%
+71.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +12.1% | -12.3% | +24.3% | +11.7% |
| 30D | +15.2% | +11.2% | +4.0% | +15.3% |
| 3M | +4.9% | +37.5% | -32.6% | +5.4% |
| 6M | +22.6% | +57.8% | -35.2% | +21.8% |
| YTD | +14.4% | -0.2% | +14.6% | +21.0% |
| 1Y | +39.4% | -31.6% | +71.1% | +55.2% |
| All | +39.4% | -31.8% | +71.2% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling