+139.3%
GS vs ZS
-42.0%
+181.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -3.2% | -16.9% | +13.7% | -0.8% |
| 30D | -2.4% | -7.4% | +5.0% | -1.6% |
| 3M | -15.7% | +21.6% | -37.3% | -18.6% |
| 6M | -6.8% | +42.4% | -49.1% | -13.6% |
| YTD | -0.1% | -12.1% | +12.1% | -0.9% |
| 1Y | +12.1% | -37.8% | +49.9% | +17.1% |
| 3Y | +185.8% | +20.9% | +164.9% | +166.0% |
| All | +139.3% | -42.0% | +181.3% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling