+11.0%
GS vs ZS
-41.8%
+52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.1% | -5.2% | +10.4% | +5.5% |
| 30D | +2.4% | -15.5% | +17.9% | +3.4% |
| 3M | -11.5% | +9.0% | -20.5% | -11.8% |
| 6M | -2.5% | +32.2% | -34.7% | -5.6% |
| YTD | +5.5% | -14.1% | +19.6% | +7.8% |
| 1Y | +11.0% | -39.1% | +50.1% | +19.4% |
| All | +11.0% | -41.8% | +52.8% | +19.4% |
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