+55.5%
ZM vs GH
+121.7%
-66.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | -7.7% | -4.5% | -3.3% | -6.9% |
| 3M | -4.7% | +28.9% | -33.6% | -11.0% |
| 6M | +24.4% | +76.5% | -52.1% | +6.7% |
| YTD | +11.8% | +57.6% | -45.8% | -2.2% |
| 1Y | +13.4% | +167.5% | -154.2% | -14.6% |
| 3Y | +33.8% | +377.4% | -343.6% | -21.5% |
| 5Y | -67.2% | +23.8% | -91.0% | -74.9% |
| All | +55.5% | +121.7% | -66.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling