+139.3%
GS vs ZM
-65.8%
+205.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.2% | -5.9% | +2.7% | -2.1% |
| 30D | -2.4% | -5.2% | +2.7% | -1.5% |
| 3M | -15.7% | -11.3% | -4.5% | -14.1% |
| 6M | -6.8% | -14.5% | +7.7% | -4.6% |
| YTD | -0.1% | +4.2% | -4.2% | -2.7% |
| 1Y | +12.1% | +9.3% | +2.8% | +7.9% |
| 3Y | +185.8% | +45.4% | +140.4% | +158.3% |
| All | +139.3% | -65.8% | +205.1% | +116.5% |
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