+54.1%
ZM vs GNRC
+243.4%
-189.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -9.1% | -15.7% | +6.6% | -5.0% |
| 3M | +3.5% | -27.3% | +30.9% | +11.2% |
| 6M | +25.7% | -12.1% | +37.7% | +26.0% |
| YTD | +10.8% | +37.1% | -26.4% | -4.8% |
| 1Y | +12.8% | -0.5% | +13.2% | +6.2% |
| 3Y | +33.1% | +61.5% | -28.4% | +1.8% |
| 5Y | -68.3% | -58.6% | -9.7% | -66.4% |
| All | +54.1% | +243.4% | -189.2% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling