+20.9%
ZS vs GD
+54.3%
-33.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | -16.9% | -5.0% | -11.9% | -15.3% |
| 30D | -7.4% | +8.9% | -16.4% | -10.4% |
| 3M | +21.6% | -8.0% | +29.6% | +25.5% |
| 6M | +42.4% | +2.9% | +39.5% | +40.4% |
| YTD | -12.1% | +7.1% | -19.2% | -15.1% |
| 1Y | -37.8% | +5.9% | -43.8% | -39.6% |
| 3Y | +20.9% | +53.9% | -32.9% | +3.7% |
| All | +20.9% | +54.3% | -33.4% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling