-42.6%
ZS vs GTLB
-4.2%
-38.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -3.1% | -5.7% | +2.6% | +0.1% |
| 30D | -7.2% | +15.1% | -22.4% | -15.1% |
| 3M | +30.5% | +65.5% | -35.0% | -3.8% |
| 6M | +7.0% | +102.9% | -95.9% | -29.4% |
| YTD | -26.8% | +25.2% | -52.1% | -44.5% |
| 1Y | -42.6% | -5.5% | -37.1% | -52.8% |
| All | -42.6% | -4.2% | -38.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling