+395.4%
ZS vs GAP
-11.8%
+407.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -8.1% | -6.3% | -1.7% | -7.2% |
| 30D | -8.4% | -0.2% | -8.2% | -8.7% |
| 3M | +31.1% | 0.0% | +31.0% | +30.5% |
| 6M | +4.4% | -8.1% | +12.5% | +4.0% |
| YTD | -27.3% | -16.5% | -10.8% | -26.7% |
| 1Y | -41.4% | -10.5% | -30.9% | -41.9% |
| 3Y | +1.7% | +104.0% | -102.3% | -16.8% |
| 5Y | -39.6% | +6.8% | -46.4% | -49.5% |
| All | +395.4% | -11.8% | +407.2% | +452.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling