+13.2%
ZM vs GGLL
+195.8%
-182.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.5% |
| 7D | -0.3% | +6.3% | -6.6% | -1.7% |
| 30D | -6.2% | -35.1% | +28.9% | +2.2% |
| 3M | -12.2% | -37.7% | +25.4% | -3.9% |
| 6M | -16.0% | -54.1% | +38.1% | -2.9% |
| YTD | +6.3% | -29.4% | +35.7% | +9.2% |
| 1Y | +12.3% | -13.4% | +25.7% | +8.5% |
| 3Y | +51.2% | +158.3% | -107.1% | -8.8% |
| All | +13.2% | +195.8% | -182.6% | -41.3% |
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