+22.4%
ZM vs GFI
+45.3%
-22.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.3% |
| 7D | +2.9% | +3.1% | -0.2% | +2.9% |
| 30D | +0.7% | +27.1% | -26.4% | +0.9% |
| 3M | -3.7% | +21.2% | -24.9% | -3.4% |
| 6M | +29.9% | -4.5% | +34.4% | +30.1% |
| YTD | +17.4% | +11.7% | +5.7% | +18.2% |
| 1Y | +22.4% | +46.0% | -23.7% | +28.3% |
| All | +22.4% | +45.3% | -22.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling