-34.0%
ZS vs GLXY
+7.0%
-41.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +2.9% |
| 7D | -3.8% | +4.5% | -8.4% | -4.1% |
| 30D | -6.0% | +28.8% | -34.8% | -7.2% |
| 3M | +32.0% | -23.0% | +55.0% | +33.9% |
| 6M | +2.1% | +17.0% | -14.9% | -0.9% |
| YTD | -26.2% | +12.5% | -38.6% | -28.1% |
| 1Y | -41.2% | -5.4% | -35.8% | -41.3% |
| All | -34.0% | +7.0% | -41.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling