+398.6%
ZS vs GNRC
+301.6%
+97.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -7.2% | -15.7% | +8.5% | -2.1% |
| 3M | +30.5% | -27.3% | +57.8% | +42.6% |
| 6M | +7.0% | -12.1% | +19.0% | +5.6% |
| YTD | -26.8% | +37.1% | -64.0% | -40.4% |
| 1Y | -42.6% | -0.5% | -42.1% | -47.6% |
| 3Y | -0.3% | +61.5% | -61.8% | -29.8% |
| 5Y | -39.2% | -58.6% | +19.4% | -30.8% |
| All | +398.6% | +301.6% | +97.0% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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