+34.8%
ZS vs GGLL
+195.8%
-161.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | 0.0% |
| 7D | -11.1% | +6.3% | -17.4% | -12.6% |
| 30D | -14.8% | -35.1% | +20.3% | -5.2% |
| 3M | +18.0% | -37.7% | +55.7% | +32.5% |
| 6M | +30.8% | -54.1% | +84.9% | +57.7% |
| YTD | -11.5% | -29.4% | +17.9% | -8.9% |
| 1Y | -37.8% | -13.4% | -24.4% | -40.7% |
| 3Y | +16.6% | +158.3% | -141.7% | -37.1% |
| All | +34.8% | +195.8% | -161.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling