+38.3%
ZM vs GGLL
+245.5%
-207.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.6% |
| 7D | +2.9% | -4.8% | +7.7% | +3.7% |
| 30D | +0.7% | -13.7% | +14.4% | +2.8% |
| 3M | -3.7% | -21.9% | +18.2% | -0.9% |
| 6M | +29.9% | +11.7% | +18.2% | +25.0% |
| YTD | +17.4% | +2.3% | +15.2% | +14.5% |
| 1Y | +22.4% | +76.2% | -53.8% | +8.2% |
| All | +38.3% | +245.5% | -207.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling