+37.5%
ZM vs GPC
+0.9%
+36.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.0% |
| 7D | +2.9% | +1.2% | +1.8% | +2.7% |
| 30D | +0.7% | +6.0% | -5.3% | -0.5% |
| 3M | -3.7% | +42.6% | -46.3% | -10.6% |
| 6M | +29.9% | +22.8% | +7.1% | +24.5% |
| YTD | +17.4% | +15.5% | +2.0% | +13.8% |
| 1Y | +22.4% | +2.0% | +20.3% | +22.1% |
| All | +37.5% | +0.9% | +36.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling