-0.3%
ZS vs GH
+363.0%
-363.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | -7.2% | -4.7% | -2.5% | -6.7% |
| 3M | +30.5% | +20.2% | +10.2% | +26.3% |
| 6M | +7.0% | +78.8% | -71.8% | -4.2% |
| YTD | -26.8% | +54.1% | -80.9% | -32.8% |
| 1Y | -42.6% | +177.1% | -219.7% | -52.2% |
| 3Y | -0.3% | +371.6% | -371.9% | -26.7% |
| All | -0.3% | +363.0% | -363.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling