-39.6%
ZS vs GAP
+3.0%
-42.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -8.1% | -6.3% | -1.7% | -6.7% |
| 30D | -8.4% | -0.2% | -8.2% | -8.8% |
| 3M | +31.1% | 0.0% | +31.0% | +30.2% |
| 6M | +4.4% | -8.1% | +12.5% | +3.7% |
| YTD | -27.3% | -16.5% | -10.8% | -26.5% |
| 1Y | -41.4% | -10.5% | -30.9% | -42.4% |
| 3Y | +1.7% | +104.0% | -102.3% | -32.1% |
| 5Y | -39.6% | +6.8% | -46.4% | -61.4% |
| All | -39.6% | +3.0% | -42.6% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling