+398.6%
ZS vs GME
+516.2%
-117.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | -3.1% | +10.4% | -13.5% | -3.6% |
| 30D | -7.2% | +14.1% | -21.3% | -7.9% |
| 3M | +30.5% | -4.6% | +35.1% | +30.8% |
| 6M | +7.0% | -13.5% | +20.5% | +7.7% |
| YTD | -26.8% | +5.3% | -32.2% | -27.1% |
| 1Y | -42.6% | -14.9% | -27.7% | -42.2% |
| 3Y | -0.3% | +24.3% | -24.6% | -7.7% |
| 5Y | -39.2% | -55.6% | +16.4% | -42.4% |
| All | +398.6% | +516.2% | -117.6% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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