-8.9%
GIS vs ZM
+47.0%
-56.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -6.4% |
| 30D | -6.1% | -9.1% | +3.0% | -6.2% |
| 3M | +7.8% | +3.5% | +4.3% | +7.9% |
| 6M | -8.8% | +25.7% | -34.5% | -8.5% |
| YTD | -19.1% | +10.8% | -29.9% | -18.9% |
| 1Y | -24.8% | +12.8% | -37.5% | -24.6% |
| 3Y | -37.6% | +33.1% | -70.7% | -37.2% |
| 5Y | -25.4% | -68.3% | +42.9% | -26.1% |
| All | -8.9% | +47.0% | -56.0% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling