-38.6%
ZS vs GDDY
+29.8%
-68.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.6% |
| 7D | -3.1% | -3.2% | +0.1% | -1.1% |
| 30D | -7.2% | +6.8% | -14.0% | -12.4% |
| 3M | +30.5% | +30.5% | 0.0% | +1.4% |
| 6M | +7.0% | +13.3% | -6.3% | -6.4% |
| YTD | -26.8% | -21.0% | -5.9% | -16.5% |
| 1Y | -42.6% | -34.0% | -8.6% | -24.4% |
| 3Y | -0.3% | +33.1% | -33.4% | -40.1% |
| All | -38.6% | +29.8% | -68.3% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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