+155.9%
GM vs ZS
+498.3%
-342.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | -1.1% | -7.2% | +6.1% | -0.4% |
| 3M | +6.1% | +30.5% | -24.4% | +2.2% |
| 6M | +15.0% | +7.0% | +8.0% | +11.1% |
| YTD | +6.0% | -26.8% | +32.8% | +7.7% |
| 1Y | +47.1% | -42.6% | +89.7% | +54.3% |
| 3Y | +170.5% | -0.3% | +170.8% | +156.3% |
| 5Y | +80.5% | -39.2% | +119.7% | +71.5% |
| All | +155.9% | +498.3% | -342.4% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling