+403.3%
ZS vs GPC
+92.2%
+311.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -6.0% | +1.3% | -7.3% | -6.3% |
| 3M | +32.0% | +37.1% | -5.1% | +22.4% |
| 6M | +2.1% | +23.2% | -21.1% | -3.3% |
| YTD | -26.2% | +13.1% | -39.2% | -28.9% |
| 1Y | -41.2% | +0.9% | -42.0% | -41.8% |
| 3Y | +3.3% | -0.8% | +4.1% | +0.5% |
| 5Y | -40.7% | +31.1% | -71.8% | -44.3% |
| All | +403.3% | +92.2% | +311.1% | +340.5% |
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