+8.0%
ZS vs GGLL
+166.5%
-158.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -2.6% | +7.7% | -10.3% | -4.1% |
| 30D | -12.8% | -30.2% | +17.4% | -7.1% |
| 3M | +2.3% | -31.3% | +33.5% | +9.2% |
| 6M | +26.3% | -52.1% | +78.4% | +43.4% |
| YTD | -14.4% | -25.9% | +11.4% | -13.2% |
| 1Y | -37.6% | -8.5% | -29.2% | -40.2% |
| 3Y | +8.0% | +165.5% | -157.5% | -24.6% |
| All | +8.0% | +166.5% | -158.5% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling