-68.3%
ZM vs GH
+21.3%
-89.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -10.0% | -3.7% | -6.3% | -9.4% |
| 3M | +1.6% | +21.7% | -20.1% | -3.9% |
| 6M | +25.0% | +75.7% | -50.8% | +6.8% |
| YTD | +10.6% | +55.7% | -45.1% | -3.3% |
| 1Y | +14.0% | +181.1% | -167.2% | -16.2% |
| 3Y | +32.5% | +371.6% | -339.1% | -23.9% |
| 5Y | -68.3% | +23.2% | -91.5% | -75.2% |
| All | -68.3% | +21.3% | -89.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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