+46.6%
ZM vs GPC
+39.3%
+7.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -7.0% | -1.8% | -5.2% | -7.0% |
| 3M | -15.2% | -6.6% | -8.6% | -15.1% |
| 6M | -16.8% | +21.3% | -38.1% | -16.9% |
| YTD | +5.4% | +4.3% | +1.1% | +5.6% |
| 1Y | +9.3% | +3.3% | +6.1% | +9.5% |
| 3Y | +46.5% | +0.8% | +45.7% | +46.8% |
| 5Y | -63.8% | +7.4% | -71.2% | -62.8% |
| All | +46.6% | +39.3% | +7.3% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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