+468.8%
GLW vs ZM
+46.9%
+421.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.1% |
| 7D | +11.7% | -2.7% | +14.5% | +11.9% |
| 30D | +2.7% | -10.0% | +12.7% | +3.2% |
| 3M | -2.8% | +1.6% | -4.4% | -3.1% |
| 6M | +20.2% | +25.0% | -4.8% | +17.8% |
| YTD | +87.3% | +10.6% | +76.7% | +84.9% |
| 1Y | +119.6% | +14.0% | +105.6% | +116.2% |
| 3Y | +453.7% | +32.5% | +421.2% | +438.2% |
| 5Y | +376.1% | -68.3% | +444.4% | +356.9% |
| All | +468.8% | +46.9% | +421.9% | +453.9% |
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