+424.5%
GE vs ZM
-67.6%
+492.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | -1.2% | +0.3% | -1.6% | -1.3% |
| 30D | -11.3% | -10.3% | -1.0% | -10.1% |
| 3M | -1.4% | -0.7% | -0.7% | -1.8% |
| 6M | +1.2% | +24.8% | -23.6% | -3.6% |
| YTD | +5.9% | +11.5% | -5.5% | +2.2% |
| 1Y | +18.4% | +12.3% | +6.1% | +13.8% |
| 3Y | +271.0% | +33.5% | +237.5% | +239.8% |
| All | +424.5% | -67.6% | +492.1% | +411.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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