+20.6%
ZM vs GGLL
+217.5%
-196.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | +10.0% | +11.5% | -1.5% | +7.4% |
| 30D | -0.5% | -31.2% | +30.8% | +7.1% |
| 3M | -7.1% | -28.7% | +21.6% | -1.1% |
| 6M | -5.1% | -47.2% | +42.1% | +6.3% |
| YTD | +13.2% | -24.3% | +37.5% | +14.6% |
| 1Y | +15.3% | -12.0% | +27.3% | +11.5% |
| 3Y | +57.4% | +169.6% | -112.2% | -5.2% |
| All | +20.6% | +217.5% | -196.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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