+400.1%
GS vs ZM
+38.3%
+361.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.2% | -5.9% | +2.7% | -2.9% |
| 30D | -2.4% | -5.2% | +2.7% | -2.2% |
| 3M | -15.7% | -11.3% | -4.5% | -15.3% |
| 6M | -6.8% | -14.5% | +7.7% | -6.2% |
| YTD | -0.1% | +4.2% | -4.2% | -0.6% |
| 1Y | +12.1% | +9.3% | +2.8% | +11.3% |
| 3Y | +185.8% | +45.4% | +140.4% | +181.2% |
| 5Y | +140.1% | -66.0% | +206.1% | +123.9% |
| All | +400.1% | +38.3% | +361.9% | +370.2% |
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 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