+199.8%
GS vs ZS
+9.6%
+190.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | -2.6% | +8.5% | +6.3% |
| 30D | +4.3% | -12.8% | +17.1% | +6.3% |
| 3M | -11.7% | +2.3% | -13.9% | -12.5% |
| 6M | -3.2% | +26.3% | -29.4% | -9.8% |
| YTD | +5.8% | -14.4% | +20.2% | +7.1% |
| 1Y | +16.0% | -37.6% | +53.7% | +26.8% |
| 3Y | +199.8% | +8.0% | +191.7% | +159.8% |
| All | +199.8% | +9.6% | +190.2% | +159.8% |
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 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