-31.6%
ZS vs GRMN
+40.7%
-72.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.2% |
| 7D | -12.3% | +6.1% | -18.4% | -13.0% |
| 30D | +11.2% | +1.3% | +9.9% | +11.0% |
| 3M | +37.5% | -5.6% | +43.1% | +38.4% |
| 6M | +57.8% | +22.2% | +35.6% | +54.4% |
| YTD | -0.2% | +44.3% | -44.5% | -10.5% |
| 1Y | -31.6% | +43.1% | -74.7% | -38.8% |
| All | -31.6% | +40.7% | -72.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling