-65.1%
ZM vs GFS
-3.9%
-61.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | -7.7% | -16.4% | +8.7% | -3.3% |
| 3M | -4.7% | -41.6% | +36.9% | +8.8% |
| 6M | +24.4% | -3.7% | +28.1% | +18.4% |
| YTD | +11.8% | +29.3% | -17.5% | -5.5% |
| 1Y | +13.4% | +37.1% | -23.8% | -6.8% |
| 3Y | +33.8% | -22.1% | +56.0% | +28.1% |
| All | -65.1% | -3.9% | -61.2% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling