+54.1%
ZM vs GFI
+1,316.2%
-1,262.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -5.7% | -4.9% | -0.8% | -5.4% |
| 30D | -9.1% | +10.7% | -19.8% | -9.7% |
| 3M | +3.5% | +25.6% | -22.1% | +2.0% |
| 6M | +25.7% | -8.3% | +33.9% | +25.7% |
| YTD | +10.8% | +6.3% | +4.4% | +9.4% |
| 1Y | +12.8% | +22.1% | -9.3% | +9.9% |
| 3Y | +33.1% | +289.2% | -256.0% | +17.5% |
| 5Y | -68.3% | +531.7% | -600.0% | -73.6% |
| All | +54.1% | +1,316.2% | -1,262.0% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling