-31.6%
ZS vs GAP
+10.4%
-42.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | +0.8% |
| 7D | -12.3% | +8.0% | -20.2% | -11.3% |
| 30D | +11.2% | +2.7% | +8.5% | +11.7% |
| 3M | +37.5% | +16.0% | +21.5% | +40.5% |
| 6M | +57.8% | +2.0% | +55.8% | +57.7% |
| YTD | -0.2% | -4.4% | +4.2% | +0.6% |
| 1Y | -31.6% | +9.2% | -40.8% | -31.1% |
| All | -31.6% | +10.4% | -42.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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