+0.6%
ZS vs GSK
+48.7%
-48.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -3.8% | -3.6% | -0.2% | -4.0% |
| 30D | -6.0% | -5.9% | -0.1% | -6.3% |
| 3M | +32.0% | -4.3% | +36.2% | +31.7% |
| 6M | +2.1% | -10.8% | +12.9% | +1.8% |
| YTD | -26.2% | +1.8% | -27.9% | -27.5% |
| 1Y | -41.2% | +23.5% | -64.6% | -43.4% |
| All | +0.6% | +48.7% | -48.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling