+0.6%
ZS vs GME
+11.4%
-10.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.3% |
| 7D | -3.8% | +4.8% | -8.7% | -4.1% |
| 30D | -6.0% | +5.9% | -11.8% | -6.3% |
| 3M | +32.0% | -10.7% | +42.7% | +32.8% |
| 6M | +2.1% | -19.8% | +21.9% | +3.2% |
| YTD | -26.2% | -0.9% | -25.2% | -26.1% |
| 1Y | -41.2% | -15.7% | -25.5% | -40.7% |
| All | +0.6% | +11.4% | -10.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling