+9.6%
ZM vs GME
+15.0%
-5.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.6% |
| 7D | -8.4% | +7.8% | -16.2% | -9.6% |
| 30D | -1.9% | -0.4% | -1.5% | -1.6% |
| 3M | -10.1% | +30.9% | -40.9% | -14.3% |
| 6M | -13.9% | +5.5% | -19.3% | -14.6% |
| YTD | +6.4% | +25.2% | -18.8% | -0.3% |
| 1Y | +9.6% | +14.4% | -4.8% | +4.3% |
| All | +9.6% | +15.0% | -5.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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