+243.0%
GS vs ZS
+6.8%
+236.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | +0.9% | -7.8% | +8.8% | +2.3% |
| 30D | -1.6% | +5.0% | -6.6% | -2.6% |
| 3M | -4.5% | +25.5% | -30.0% | -8.5% |
| 6M | +20.9% | +8.7% | +12.2% | +15.4% |
| YTD | +19.9% | -24.5% | +44.4% | +24.3% |
| 1Y | +41.4% | -36.7% | +78.1% | +51.9% |
| All | +243.0% | +6.8% | +236.2% | +203.2% |
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