+395.4%
ZS vs GFI
+1,426.0%
-1,030.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | -8.1% | -5.1% | -2.9% | -7.8% |
| 30D | -8.4% | +13.4% | -21.9% | -9.1% |
| 3M | +31.1% | +36.2% | -5.2% | +28.5% |
| 6M | +4.4% | -9.8% | +14.2% | +4.5% |
| YTD | -27.3% | +7.7% | -35.0% | -28.4% |
| 1Y | -41.4% | +27.2% | -68.6% | -43.1% |
| 3Y | +1.7% | +300.3% | -298.6% | -9.7% |
| 5Y | -39.6% | +539.8% | -579.4% | -48.1% |
| All | +395.4% | +1,426.0% | -1,030.6% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling