+54.1%
ZM vs GDDY
+26.6%
+27.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.6% |
| 7D | -5.7% | -3.2% | -2.5% | -4.6% |
| 30D | -9.1% | +6.8% | -15.9% | -11.6% |
| 3M | +3.5% | +30.5% | -26.9% | -8.7% |
| 6M | +25.7% | +13.3% | +12.3% | +17.1% |
| YTD | +10.8% | -21.0% | +31.7% | +18.1% |
| 1Y | +12.8% | -34.0% | +46.8% | +29.1% |
| 3Y | +33.1% | +33.1% | +0.1% | +10.5% |
| 5Y | -68.3% | +30.3% | -98.6% | -73.2% |
| All | +54.1% | +26.6% | +27.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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