+24.7%
ZS vs GD
+55.3%
-30.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -6.8% | -8.3% |
| 7D | -17.7% | -3.9% | -13.8% | -16.5% |
| 30D | -3.9% | +8.1% | -12.0% | -6.7% |
| 3M | +26.1% | -6.8% | +32.9% | +29.5% |
| 6M | +44.2% | +3.0% | +41.2% | +42.1% |
| YTD | -9.4% | +7.8% | -17.1% | -12.7% |
| 1Y | -37.1% | +5.8% | -42.9% | -38.8% |
| All | +24.7% | +55.3% | -30.6% | +6.7% |
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