+331.3%
GLW vs ZM
+49.8%
+281.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -11.1% | -1.0% | -10.1% | -10.9% |
| 30D | -28.4% | -7.0% | -21.4% | -27.8% |
| 3M | -28.8% | -15.2% | -13.6% | -27.7% |
| 6M | -39.8% | -16.8% | -23.1% | -38.3% |
| YTD | +28.7% | +5.4% | +23.4% | +25.9% |
| 1Y | +27.7% | +9.3% | +18.4% | +23.8% |
| 3Y | +331.3% | +46.5% | +284.9% | +310.3% |
| All | +331.3% | +49.8% | +281.5% | +310.3% |
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