+14.0%
ZM vs GLXY
-10.0%
+24.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.5% |
| 7D | -2.7% | -8.9% | +6.2% | -2.2% |
| 30D | -10.0% | +19.9% | -29.9% | -11.1% |
| 3M | +1.6% | -20.0% | +21.6% | +2.8% |
| 6M | +25.0% | +10.5% | +14.4% | +21.4% |
| YTD | +10.6% | +7.9% | +2.7% | +5.6% |
| 1Y | +14.0% | -7.5% | +21.4% | +13.1% |
| All | +14.0% | -10.0% | +24.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling