+395.4%
ZS vs GSK
+90.2%
+305.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | -8.1% | -5.4% | -2.6% | -7.2% |
| 30D | -8.4% | -4.6% | -3.8% | -7.7% |
| 3M | +31.1% | -5.1% | +36.2% | +32.0% |
| 6M | +4.4% | -11.4% | +15.8% | +6.0% |
| YTD | -27.3% | +0.7% | -28.0% | -28.8% |
| 1Y | -41.4% | +23.0% | -64.4% | -45.5% |
| 3Y | +1.7% | +48.0% | -46.3% | -11.9% |
| 5Y | -39.6% | +48.2% | -87.8% | -48.4% |
| All | +395.4% | +90.2% | +305.2% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling