+170.5%
GM vs ZS
+1.4%
+169.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | -1.1% | -7.2% | +6.1% | -0.6% |
| 3M | +6.1% | +30.5% | -24.4% | +3.5% |
| 6M | +15.0% | +7.0% | +8.0% | +11.6% |
| YTD | +6.0% | -26.8% | +32.8% | +9.5% |
| 1Y | +47.1% | -42.6% | +89.7% | +58.0% |
| 3Y | +170.5% | -0.3% | +170.8% | +138.0% |
| All | +170.5% | +1.4% | +169.1% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling