+490.7%
ZS vs GPC
+77.3%
+413.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | -13.4% | +0.4% | -13.8% | -13.4% |
| 30D | -16.6% | -1.8% | -14.8% | -16.4% |
| 3M | +10.3% | -6.6% | +16.9% | +11.6% |
| 6M | +28.1% | +21.3% | +6.8% | +21.5% |
| YTD | -13.3% | +4.3% | -17.6% | -15.3% |
| 1Y | -40.7% | +3.3% | -44.0% | -42.0% |
| 3Y | +11.4% | +0.8% | +10.6% | +7.4% |
| 5Y | -42.2% | +7.4% | -49.6% | -44.2% |
| All | +490.7% | +77.3% | +413.4% | +424.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling