+339.3%
ZS vs GH
+486.6%
-147.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -3.8% | -0.2% | -3.7% | -3.8% |
| 30D | -6.0% | -2.6% | -3.3% | -5.5% |
| 3M | +32.0% | +25.1% | +6.9% | +22.0% |
| 6M | +2.1% | +78.5% | -76.3% | -17.4% |
| YTD | -26.2% | +59.4% | -85.5% | -38.2% |
| 1Y | -41.2% | +173.9% | -215.0% | -59.4% |
| 3Y | +3.3% | +382.7% | -379.4% | -47.9% |
| 5Y | -40.7% | +24.4% | -65.1% | -57.8% |
| All | +339.3% | +486.6% | -147.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling