-25.7%
GIS vs ZM
-68.2%
+42.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | +7.8% | +3.5% | +4.3% | +7.8% |
| 6M | -8.8% | +25.7% | -34.5% | -8.4% |
| YTD | -19.1% | +10.8% | -29.9% | -18.9% |
| 1Y | -24.8% | +12.8% | -37.5% | -24.5% |
| 3Y | -37.6% | +33.1% | -70.7% | -37.0% |
| All | -25.7% | -68.2% | +42.5% | -28.4% |
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