-36.7%
ZS vs GFS
+37.2%
-73.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | +5.0% | -8.6% | +13.6% | +5.4% |
| 3M | +25.5% | -46.5% | +72.1% | +31.4% |
| 6M | +8.7% | -4.8% | +13.5% | +11.9% |
| YTD | -24.5% | +29.7% | -54.2% | -27.6% |
| 1Y | -36.7% | +35.8% | -72.5% | -39.5% |
| All | -36.7% | +37.2% | -73.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling