-48.8%
ZS vs GFS
-3.9%
-44.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.5% |
| 7D | -9.2% | +2.6% | -11.9% | -10.1% |
| 30D | -4.0% | -16.4% | +12.4% | +2.0% |
| 3M | +25.3% | -41.6% | +66.9% | +49.0% |
| 6M | -1.3% | -3.7% | +2.4% | -6.4% |
| YTD | -28.0% | +29.3% | -57.3% | -41.8% |
| 1Y | -42.5% | +37.1% | -79.6% | -55.3% |
| 3Y | +0.7% | -22.1% | +22.9% | -2.9% |
| All | -48.8% | -3.9% | -44.9% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling