-38.6%
ZS vs GPN
-44.7%
+6.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -3.1% | -4.6% | +1.5% | -1.1% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | +30.5% | +35.4% | -5.0% | +13.2% |
| 6M | +7.0% | +21.7% | -14.7% | -3.0% |
| YTD | -26.8% | +14.9% | -41.7% | -32.5% |
| 1Y | -42.6% | +3.2% | -45.8% | -44.8% |
| 3Y | -0.3% | -27.1% | +26.8% | +10.7% |
| All | -38.6% | -44.7% | +6.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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