-40.7%
ZS vs GRMN
+75.7%
-116.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +3.2% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | -6.0% | -13.1% | +7.1% | +1.0% |
| 3M | +32.0% | +14.9% | +17.1% | +21.7% |
| 6M | +2.1% | +13.1% | -11.0% | -6.1% |
| YTD | -26.2% | +35.3% | -61.4% | -39.3% |
| 1Y | -41.2% | +16.0% | -57.2% | -47.4% |
| 3Y | +3.3% | +179.6% | -176.3% | -60.1% |
| 5Y | -40.7% | +75.0% | -115.7% | -68.9% |
| All | -40.7% | +75.7% | -116.4% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling