+414.5%
ZS vs GRMN
+462.5%
-48.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | -2.9% | -5.0% | -6.4% |
| 30D | +5.0% | -8.4% | +13.5% | +9.9% |
| 3M | +25.5% | +15.0% | +10.5% | +16.0% |
| 6M | +8.7% | +11.2% | -2.5% | +1.0% |
| YTD | -24.5% | +37.7% | -62.2% | -37.9% |
| 1Y | -36.7% | +18.5% | -55.2% | -43.8% |
| 3Y | +7.2% | +175.8% | -168.6% | -48.1% |
| 5Y | -40.9% | +75.1% | -116.0% | -63.9% |
| All | +414.5% | +462.5% | -48.0% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling