+414.5%
ZS vs GAP
-5.4%
+420.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -7.8% | -4.5% | -3.4% | -7.2% |
| 30D | +5.0% | +9.0% | -4.0% | +3.4% |
| 3M | +25.5% | +5.0% | +20.5% | +24.1% |
| 6M | +8.7% | -17.8% | +26.5% | +10.3% |
| YTD | -24.5% | -10.4% | -14.1% | -24.7% |
| 1Y | -36.7% | -3.4% | -33.3% | -38.0% |
| 3Y | +7.2% | +111.5% | -104.3% | -12.7% |
| 5Y | -40.9% | +8.8% | -49.7% | -50.9% |
| All | +414.5% | -5.4% | +420.0% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling