+63.4%
ZM vs GAP
+10.1%
+53.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | +2.9% | -4.5% | +7.4% | +3.3% |
| 30D | +0.7% | +9.0% | -8.4% | -0.1% |
| 3M | -3.7% | +5.0% | -8.7% | -4.2% |
| 6M | +29.9% | -17.8% | +47.7% | +31.1% |
| YTD | +17.4% | -10.4% | +27.8% | +17.6% |
| 1Y | +22.4% | -3.4% | +25.8% | +21.6% |
| 3Y | +41.3% | +111.5% | -70.2% | +30.9% |
| 5Y | -66.0% | +8.8% | -74.9% | -70.5% |
| All | +63.4% | +10.1% | +53.3% | +105.6% |
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