-36.7%
ZS vs GH
+169.0%
-205.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -7.8% | -0.1% | -7.8% | -7.9% |
| 30D | +5.0% | -1.1% | +6.1% | +5.0% |
| 3M | +25.5% | +21.3% | +4.2% | +21.9% |
| 6M | +8.7% | +73.5% | -64.8% | -2.6% |
| YTD | -24.5% | +58.0% | -82.5% | -30.9% |
| 1Y | -36.7% | +163.1% | -199.8% | -44.3% |
| All | -36.7% | +169.0% | -205.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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