+9.6%
ZM vs GNRC
+17.5%
-8.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.5% | +9.5% | +0.3% |
| 7D | -8.4% | -6.0% | -2.4% | -8.2% |
| 30D | -1.9% | -12.0% | +10.1% | -1.6% |
| 3M | -10.1% | -13.4% | +3.3% | -9.9% |
| 6M | -13.9% | -26.4% | +12.5% | -14.4% |
| YTD | +6.4% | +38.8% | -32.4% | -1.5% |
| 1Y | +9.6% | +20.9% | -11.3% | +4.8% |
| All | +9.6% | +17.5% | -8.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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