+150.3%
GM vs ZS
+504.0%
-353.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -4.9% | -2.7% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | -4.6% | -6.0% | +1.4% | -4.0% |
| 3M | +0.2% | +32.0% | -31.8% | -3.7% |
| 6M | +12.6% | +2.1% | +10.5% | +9.6% |
| YTD | +3.7% | -26.2% | +29.8% | +5.3% |
| 1Y | +45.6% | -41.2% | +86.8% | +52.3% |
| 3Y | +162.0% | +3.3% | +158.7% | +147.1% |
| 5Y | +80.5% | -40.7% | +121.2% | +71.8% |
| All | +150.3% | +504.0% | -353.7% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling