-43.6%
ZS vs GD
+102.9%
-146.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -13.7% | +0.6% | -14.3% | -13.9% |
| 30D | -14.2% | +9.5% | -23.6% | -17.8% |
| 3M | +8.5% | -5.8% | +14.4% | +11.5% |
| 6M | +30.2% | +7.7% | +22.4% | +25.0% |
| YTD | -13.8% | +11.1% | -24.9% | -19.1% |
| 1Y | -41.5% | +6.1% | -47.6% | -43.7% |
| 3Y | +10.7% | +59.8% | -49.1% | -16.2% |
| 5Y | -43.6% | +104.6% | -148.2% | -58.9% |
| All | -43.6% | +102.9% | -146.5% | -58.9% |
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