-36.7%
ZS vs GD
+13.1%
-49.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -7.8% | -5.3% | -2.6% | -6.3% |
| 30D | +5.0% | -6.4% | +11.5% | +7.3% |
| 3M | +25.5% | +5.7% | +19.8% | +23.2% |
| 6M | +8.7% | -0.9% | +9.6% | +10.3% |
| YTD | -24.5% | +8.2% | -32.7% | -27.6% |
| 1Y | -36.7% | +13.4% | -50.1% | -40.8% |
| All | -36.7% | +13.1% | -49.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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