-68.3%
ZM vs GAP
+3.0%
-71.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -2.7% | -6.3% | +3.6% | -1.4% |
| 30D | -10.0% | -0.2% | -9.8% | -10.3% |
| 3M | +1.6% | 0.0% | +1.6% | +1.0% |
| 6M | +25.0% | -8.1% | +33.1% | +25.3% |
| YTD | +10.6% | -16.5% | +27.1% | +12.4% |
| 1Y | +14.0% | -10.5% | +24.4% | +13.3% |
| 3Y | +32.5% | +104.0% | -71.5% | -7.4% |
| 5Y | -68.3% | +6.8% | -75.1% | -77.5% |
| All | -68.3% | +3.0% | -71.3% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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