-18.0%
GIS vs ZM
+21.7%
-39.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.7% | -2.6% |
| 7D | -7.8% | +2.9% | -10.8% | -7.9% |
| 30D | +6.6% | +0.7% | +5.9% | +6.6% |
| 3M | +21.0% | -3.7% | +24.7% | +19.7% |
| 6M | -9.1% | +29.9% | -38.9% | -8.9% |
| YTD | -13.6% | +17.4% | -31.0% | -13.3% |
| 1Y | -18.0% | +22.4% | -40.4% | -17.2% |
| All | -18.0% | +21.7% | -39.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling