-43.6%
ZS vs GD
+94.5%
-138.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | -16.9% | -5.0% | -11.9% | -14.9% |
| 30D | -7.4% | +8.9% | -16.4% | -11.2% |
| 3M | +21.6% | -8.0% | +29.6% | +26.3% |
| 6M | +42.4% | +2.9% | +39.5% | +39.7% |
| YTD | -12.1% | +7.1% | -19.2% | -16.0% |
| 1Y | -37.8% | +5.9% | -43.8% | -40.2% |
| 3Y | +20.9% | +53.9% | -32.9% | -6.8% |
| All | -43.6% | +94.5% | -138.1% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling