-38.6%
ZS vs GSK
+48.8%
-87.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -3.8% | -3.6% | -0.2% | -3.6% |
| 30D | -6.0% | -5.9% | -0.1% | -5.6% |
| 3M | +32.0% | -4.3% | +36.2% | +32.3% |
| 6M | +2.1% | -10.8% | +12.9% | +2.8% |
| YTD | -26.2% | +1.8% | -27.9% | -27.6% |
| 1Y | -41.2% | +23.5% | -64.6% | -44.4% |
| 3Y | +3.3% | +49.5% | -46.2% | -7.9% |
| All | -38.6% | +48.8% | -87.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling