+57.6%
ZM vs GAP
+5.1%
+52.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +10.0% | -5.2% | +15.2% | +10.4% |
| 30D | -0.5% | -6.9% | +6.5% | 0.0% |
| 3M | -7.1% | +5.7% | -12.8% | -7.7% |
| 6M | -5.1% | +0.9% | -6.0% | -5.6% |
| YTD | +13.2% | -14.5% | +27.7% | +13.7% |
| 1Y | +15.3% | -12.1% | +27.5% | +15.5% |
| 3Y | +57.4% | +72.2% | -14.7% | +47.8% |
| 5Y | -61.7% | +4.5% | -66.2% | -66.7% |
| All | +57.6% | +5.1% | +52.5% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling