When you weigh zinc powder and then burn it with a bunsen until it turns yellow, why does it weigh less?

Please can some-one help me because it is in for tomorrow and I have no clue.

Isn't there a gas given off? When I was building rockets engines, zinc powder with an oxidizer (Sulfur) gave a lot of hot gas, and left no residue. It made a very rapid burning rocket propellant.