-37.6%
GIS vs ZM
+33.5%
-71.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -6.3% |
| 30D | -6.1% | -9.1% | +3.0% | -5.9% |
| 3M | +7.8% | +3.5% | +4.3% | +7.7% |
| 6M | -8.8% | +25.7% | -34.5% | -8.6% |
| YTD | -19.1% | +10.8% | -29.9% | -19.0% |
| 1Y | -24.8% | +12.8% | -37.5% | -24.6% |
| 3Y | -37.6% | +33.1% | -70.7% | -35.6% |
| All | -37.6% | +33.5% | -71.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling