+318.1%
GS vs ZS
+604.7%
-286.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -0.1% | -13.7% | +13.5% | +1.5% |
| 30D | +3.7% | -14.2% | +17.8% | +5.3% |
| 3M | -10.0% | +8.5% | -18.5% | -11.3% |
| 6M | -1.0% | +30.2% | -31.2% | -5.8% |
| YTD | +7.0% | -13.8% | +20.8% | +6.2% |
| 1Y | +16.6% | -41.5% | +58.1% | +21.1% |
| 3Y | +204.4% | +10.7% | +193.7% | +190.0% |
| 5Y | +160.0% | -43.6% | +203.6% | +152.3% |
| All | +318.1% | +604.7% | -286.6% | +193.8% |
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 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