+54.0%
ZM vs GFI
+1,334.4%
-1,280.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.6% |
| 7D | -2.7% | -5.1% | +2.4% | -2.4% |
| 30D | -10.0% | +13.4% | -23.4% | -10.7% |
| 3M | +1.6% | +36.2% | -34.6% | -0.4% |
| 6M | +25.0% | -9.8% | +34.8% | +25.1% |
| YTD | +10.6% | +7.7% | +3.0% | +9.2% |
| 1Y | +14.0% | +27.2% | -13.2% | +10.7% |
| 3Y | +32.5% | +300.3% | -267.8% | +16.7% |
| 5Y | -68.3% | +539.8% | -608.1% | -73.6% |
| All | +54.0% | +1,334.4% | -1,280.4% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling