+16.6%
ZS vs GD
+58.6%
-42.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -11.1% | -3.0% | -8.0% | -10.0% |
| 30D | -14.8% | +9.3% | -24.1% | -17.7% |
| 3M | +18.0% | -7.2% | +25.2% | +21.4% |
| 6M | +30.8% | +5.5% | +25.4% | +27.8% |
| YTD | -11.5% | +9.5% | -21.0% | -15.2% |
| 1Y | -37.8% | +6.4% | -44.2% | -39.6% |
| 3Y | +16.6% | +59.8% | -43.2% | -2.3% |
| All | +16.6% | +58.6% | -42.0% | -2.3% |
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