-44.3%
ZS vs GD
+99.6%
-143.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.6% | +2.7% | -5.3% | -3.8% |
| 30D | -12.8% | +8.6% | -21.4% | -16.2% |
| 3M | +2.3% | -7.1% | +9.3% | +5.7% |
| 6M | +26.3% | +7.5% | +18.8% | +21.4% |
| YTD | -14.4% | +9.9% | -24.3% | -19.2% |
| 1Y | -37.6% | +7.6% | -45.2% | -40.4% |
| 3Y | +8.0% | +56.2% | -48.2% | -17.2% |
| All | -44.3% | +99.6% | -143.9% | -59.2% |
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