-67.1%
ZM vs GFI
+524.1%
-591.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | +3.5% | +25.6% | -22.1% | +2.1% |
| 6M | +25.7% | -8.3% | +33.9% | +25.8% |
| YTD | +10.8% | +6.3% | +4.4% | +9.4% |
| 1Y | +12.8% | +22.1% | -9.3% | +9.8% |
| 3Y | +33.1% | +289.2% | -256.0% | +15.6% |
| All | -67.1% | +524.1% | -591.2% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling