+12.1%
GS vs ZM
+7.7%
+4.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.2% | -5.9% | +2.7% | -2.6% |
| 30D | -2.4% | -5.2% | +2.7% | -1.8% |
| 3M | -15.7% | -11.3% | -4.5% | -14.9% |
| 6M | -6.8% | -14.5% | +7.7% | -5.0% |
| YTD | -0.1% | +4.2% | -4.2% | -0.9% |
| 1Y | +12.1% | +9.3% | +2.8% | +9.7% |
| All | +12.1% | +7.7% | +4.4% | +9.7% |
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