-39.5%
ZS vs GGLL
-16.8%
-22.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | -11.1% | +6.3% | -17.4% | -11.8% |
| 30D | -14.8% | -35.1% | +20.3% | -10.1% |
| 3M | +18.0% | -37.7% | +55.7% | +24.8% |
| 6M | +30.8% | -54.1% | +84.9% | +40.8% |
| YTD | -11.5% | -29.4% | +17.9% | -9.9% |
| All | -39.5% | -16.8% | -22.7% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling