-32.5%
ZS vs GLXY
+12.0%
-44.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -7.8% | +13.4% | -21.3% | -8.4% |
| 30D | +5.0% | +38.1% | -33.1% | +3.4% |
| 3M | +25.5% | -7.3% | +32.9% | +25.8% |
| 6M | +8.7% | +8.2% | +0.5% | +6.6% |
| YTD | -24.5% | +17.8% | -42.3% | -26.7% |
| 1Y | -36.7% | +14.9% | -51.6% | -36.7% |
| All | -32.5% | +12.0% | -44.5% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling