+55.5%
ZM vs GME
+752.8%
-697.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | -7.7% | -1.4% | -6.3% | -7.7% |
| 3M | -4.7% | -15.1% | +10.5% | -4.0% |
| 6M | +24.4% | -22.5% | +46.9% | +25.7% |
| YTD | +11.8% | -5.9% | +17.7% | +11.9% |
| 1Y | +13.4% | -18.6% | +32.0% | +14.1% |
| 3Y | +33.8% | +6.7% | +27.2% | +26.6% |
| 5Y | -67.2% | -62.0% | -5.2% | -68.5% |
| All | +55.5% | +752.8% | -697.3% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling