-36.7%
ZS vs GAP
+1.5%
-38.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | -7.8% | -4.5% | -3.4% | -8.2% |
| 30D | +5.0% | +9.0% | -4.0% | +5.9% |
| 3M | +25.5% | +5.0% | +20.5% | +25.8% |
| 6M | +8.7% | -17.8% | +26.5% | +8.5% |
| YTD | -24.5% | -10.4% | -14.1% | -24.8% |
| 1Y | -36.7% | -3.4% | -33.3% | -38.1% |
| All | -36.7% | +1.5% | -38.2% | -38.1% |
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