-38.6%
ZS vs GH
+20.8%
-59.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | -3.1% | -2.5% | -0.6% | -2.3% |
| 30D | -7.2% | -4.7% | -2.5% | -6.1% |
| 3M | +30.5% | +20.2% | +10.2% | +21.8% |
| 6M | +7.0% | +78.8% | -71.8% | -14.5% |
| YTD | -26.8% | +54.1% | -80.9% | -38.6% |
| 1Y | -42.6% | +177.1% | -219.7% | -61.4% |
| 3Y | -0.3% | +371.6% | -371.9% | -51.6% |
| All | -38.6% | +20.8% | -59.4% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling