-41.5%
ZS vs GD
+7.0%
-48.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -13.7% | +0.6% | -14.3% | -13.7% |
| 30D | -14.2% | +9.5% | -23.6% | -15.8% |
| 3M | +8.5% | -5.8% | +14.4% | +10.5% |
| 6M | +30.2% | +7.7% | +22.4% | +27.7% |
| YTD | -13.8% | +11.1% | -24.9% | -17.0% |
| 1Y | -41.5% | +6.1% | -47.6% | -41.4% |
| All | -41.5% | +7.0% | -48.5% | -41.4% |
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