+15.9%
GS vs ZS
-38.6%
+54.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.6% |
| 7D | +0.8% | -11.1% | +11.9% | +1.5% |
| 30D | +1.2% | -14.8% | +16.1% | +2.1% |
| 3M | -12.4% | +18.0% | -30.4% | -13.2% |
| 6M | -2.3% | +30.8% | -33.2% | -5.0% |
| YTD | +4.6% | -11.5% | +16.1% | +6.2% |
| All | +15.9% | -38.6% | +54.5% | +22.1% |
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