-41.7%
GLW vs ZM
-10.3%
-31.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.9% | -0.5% | +6.5% |
| 7D | +1.4% | +6.8% | -5.4% | +0.6% |
| 30D | -18.2% | +0.1% | -18.4% | -18.9% |
| 3M | -24.2% | -7.5% | -16.7% | -26.0% |
| 6M | -41.7% | -8.4% | -33.3% | -39.2% |
| All | -41.7% | -10.3% | -31.4% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling