+185.7%
GS vs ZM
-66.0%
+251.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.5% |
| 7D | +0.9% | +2.9% | -2.0% | +0.4% |
| 30D | -1.6% | +0.7% | -2.3% | -1.9% |
| 3M | -4.5% | -3.7% | -0.8% | -4.1% |
| 6M | +20.9% | +29.9% | -9.0% | +13.4% |
| YTD | +19.9% | +17.4% | +2.5% | +14.3% |
| 1Y | +41.4% | +22.4% | +19.0% | +33.3% |
| 3Y | +239.2% | +41.3% | +197.9% | +207.4% |
| All | +185.7% | -66.0% | +251.8% | +178.1% |
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