+648.0%
GE vs ZM
+55.9%
+592.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.0% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | -11.6% | +0.7% | -12.3% | -11.6% |
| 3M | +3.0% | -3.7% | +6.7% | +3.1% |
| 6M | -0.5% | +29.9% | -30.4% | -1.2% |
| YTD | +9.7% | +17.4% | -7.7% | +9.1% |
| 1Y | +20.0% | +22.4% | -2.4% | +19.2% |
| 3Y | +275.8% | +41.3% | +234.6% | +271.5% |
| 5Y | +429.1% | -66.0% | +495.1% | +382.1% |
| All | +648.0% | +55.9% | +592.1% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling