-0.3%
ZS vs GFI
+287.6%
-287.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -2.8% |
| 30D | -7.2% | +10.7% | -17.9% | -7.7% |
| 3M | +30.5% | +25.6% | +4.8% | +28.8% |
| 6M | +7.0% | -8.3% | +15.2% | +7.0% |
| YTD | -26.8% | +6.3% | -33.2% | -28.4% |
| 1Y | -42.6% | +22.1% | -64.7% | -45.0% |
| 3Y | -0.3% | +289.2% | -289.5% | -15.8% |
| All | -0.3% | +287.6% | -287.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling