+398.6%
ZS vs GDDY
+55.1%
+343.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -1.3% |
| 30D | -7.2% | +6.8% | -14.0% | -11.6% |
| 3M | +30.5% | +30.5% | 0.0% | +6.4% |
| 6M | +7.0% | +13.3% | -6.3% | -3.8% |
| YTD | -26.8% | -21.0% | -5.9% | -18.8% |
| 1Y | -42.6% | -34.0% | -8.6% | -28.9% |
| 3Y | -0.3% | +33.1% | -33.4% | -24.6% |
| 5Y | -39.2% | +30.3% | -69.5% | -51.4% |
| All | +398.6% | +55.1% | +343.5% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling