+61.0%
ZM vs GD
+146.3%
-85.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.2% |
| 7D | +11.0% | +2.7% | +8.4% | +11.1% |
| 30D | +5.6% | +8.6% | -3.0% | +5.7% |
| 3M | -9.1% | -7.1% | -2.1% | -9.1% |
| 6M | -2.6% | +7.5% | -10.0% | -2.5% |
| YTD | +15.7% | +9.9% | +5.7% | +15.7% |
| 1Y | +18.8% | +7.6% | +11.2% | +18.8% |
| 3Y | +62.2% | +56.2% | +6.0% | +66.0% |
| 5Y | -60.9% | +100.6% | -161.5% | -57.5% |
| All | +61.0% | +146.3% | -85.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling