-40.7%
ZS vs GD
+8.1%
-48.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -13.4% | -1.9% | -11.5% | -13.1% |
| 30D | -16.6% | +10.9% | -27.5% | -18.5% |
| 3M | +10.3% | -6.8% | +17.1% | +12.5% |
| 6M | +28.1% | +7.0% | +21.1% | +25.9% |
| YTD | -13.3% | +11.1% | -24.5% | -16.6% |
| 1Y | -40.7% | +7.0% | -47.8% | -40.8% |
| All | -40.7% | +8.1% | -48.9% | -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