+15.0%
ZS vs GGLL
+328.7%
-313.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.8% |
| 7D | -7.8% | -4.8% | -3.1% | -6.6% |
| 30D | +5.0% | -13.7% | +18.7% | +9.3% |
| 3M | +25.5% | -21.9% | +47.4% | +32.6% |
| 6M | +8.7% | +11.7% | -3.0% | +0.2% |
| YTD | -24.5% | +2.3% | -26.8% | -28.9% |
| 1Y | -36.7% | +76.2% | -112.9% | -51.4% |
| 3Y | +7.2% | +245.0% | -237.8% | -45.0% |
| All | +15.0% | +328.7% | -313.7% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling