+51.2%
ZM vs GD
+58.6%
-7.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.5% |
| 7D | -0.3% | -3.0% | +2.8% | +0.4% |
| 30D | -6.2% | +9.3% | -15.5% | -8.3% |
| 3M | -12.2% | -7.2% | -5.0% | -10.6% |
| 6M | -16.0% | +5.5% | -21.5% | -17.6% |
| YTD | +6.3% | +9.5% | -3.2% | +2.6% |
| 1Y | +12.3% | +6.4% | +5.8% | +9.4% |
| 3Y | +51.2% | +59.8% | -8.6% | +37.9% |
| All | +51.2% | +58.6% | -7.4% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling