-65.2%
ZM vs GFS
-2.1%
-63.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +0.3% | +4.5% | -4.2% | -0.9% |
| 30D | -10.3% | -8.2% | -2.1% | -8.3% |
| 3M | -0.7% | -38.9% | +38.2% | +11.8% |
| 6M | +24.8% | -2.9% | +27.7% | +18.5% |
| YTD | +11.5% | +31.8% | -20.3% | -6.2% |
| 1Y | +12.3% | +43.1% | -30.8% | -8.9% |
| 3Y | +33.5% | -20.6% | +54.1% | +27.1% |
| All | -65.2% | -2.1% | -63.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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