+134.7%
GLW vs ZM
+12.7%
+122.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +16.9% | +0.3% | +16.5% | +16.8% |
| 30D | +7.0% | -10.3% | +17.3% | +6.3% |
| 3M | -3.0% | -0.7% | -2.3% | -1.8% |
| 6M | +31.0% | +24.8% | +6.2% | +30.2% |
| YTD | +93.4% | +11.5% | +82.0% | +94.9% |
| 1Y | +134.7% | +12.3% | +122.4% | +133.0% |
| All | +134.7% | +12.7% | +122.0% | +133.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling