+20.9%
ZS vs GGLL
+154.9%
-134.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.3% |
| 7D | -16.9% | +3.1% | -20.0% | -17.4% |
| 30D | -7.4% | -36.3% | +28.9% | +0.7% |
| 3M | +21.6% | -40.4% | +61.9% | +33.7% |
| 6M | +42.4% | -54.6% | +97.0% | +63.6% |
| YTD | -12.1% | -31.1% | +19.0% | -9.4% |
| 1Y | -37.8% | -19.2% | -18.6% | -38.7% |
| 3Y | +20.9% | +151.5% | -130.6% | -15.7% |
| All | +20.9% | +154.9% | -134.0% | -15.7% |
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