+395.4%
ZS vs GPC
+90.7%
+304.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -8.1% | -1.8% | -6.3% | -7.7% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +31.1% | +37.4% | -6.3% | +21.5% |
| 6M | +4.4% | +25.4% | -21.1% | -1.6% |
| YTD | -27.3% | +12.2% | -39.5% | -29.9% |
| 1Y | -41.4% | -0.3% | -41.0% | -41.8% |
| 3Y | +1.7% | -1.6% | +3.3% | -0.9% |
| 5Y | -39.6% | +31.0% | -70.6% | -43.2% |
| All | +395.4% | +90.7% | +304.7% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling