+61.0%
ZM vs GH
+109.0%
-48.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.2% | +2.6% |
| 7D | +11.0% | +0.6% | +10.5% | +10.9% |
| 30D | +5.6% | -6.9% | +12.6% | +7.3% |
| 3M | -9.1% | -4.9% | -4.2% | -8.7% |
| 6M | -2.6% | +54.1% | -56.6% | -13.8% |
| YTD | +15.7% | +48.5% | -32.9% | +2.1% |
| 1Y | +18.8% | +61.2% | -42.4% | +2.4% |
| 3Y | +62.2% | +570.3% | -508.2% | -14.6% |
| 5Y | -60.9% | +46.1% | -107.0% | -71.1% |
| All | +61.0% | +109.0% | -48.0% | +11.5% |
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