-39.5%
ZS vs GPC
+32.9%
-72.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -7.8% | +1.2% | -9.0% | -8.3% |
| 30D | +5.0% | +6.0% | -0.9% | +2.8% |
| 3M | +25.5% | +42.6% | -17.1% | +9.8% |
| 6M | +8.7% | +22.8% | -14.1% | +0.1% |
| YTD | -24.5% | +15.5% | -40.0% | -29.6% |
| 1Y | -36.7% | +2.0% | -38.7% | -37.6% |
| 3Y | +7.2% | -1.4% | +8.6% | +3.3% |
| All | -39.5% | +32.9% | -72.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling