+320.0%
GLW vs ZM
+50.9%
+269.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.9% | -0.5% | +6.9% |
| 7D | +1.4% | +6.8% | -5.4% | +1.0% |
| 30D | -18.2% | +0.1% | -18.4% | -18.2% |
| 3M | -24.2% | -7.5% | -16.7% | -23.9% |
| 6M | -41.7% | -8.4% | -33.3% | -41.5% |
| YTD | +38.3% | +13.7% | +24.6% | +36.4% |
| 1Y | +38.2% | +15.9% | +22.2% | +36.0% |
| 3Y | +363.4% | +58.0% | +305.3% | +346.5% |
| 5Y | +254.6% | -60.4% | +315.0% | +241.1% |
| All | +320.0% | +50.9% | +269.1% | +308.5% |
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