+382.5%
GLW vs ZM
-67.8%
+450.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.8% | +12.4% | +8.3% |
| 7D | +14.0% | +1.6% | +12.4% | +13.6% |
| 30D | +0.4% | -7.7% | +8.1% | +1.2% |
| 3M | -11.3% | -4.7% | -6.7% | -11.0% |
| 6M | +35.1% | +24.4% | +10.6% | +27.8% |
| YTD | +90.5% | +11.8% | +78.8% | +83.2% |
| 1Y | +132.0% | +13.4% | +118.7% | +121.9% |
| 3Y | +463.3% | +33.8% | +429.5% | +415.6% |
| 5Y | +382.5% | -67.2% | +449.7% | +351.6% |
| All | +382.5% | -67.8% | +450.3% | +351.6% |
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