+46.5%
ZM vs GPC
+1.3%
+45.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -7.0% | -1.8% | -5.2% | -6.8% |
| 3M | -15.2% | -6.6% | -8.6% | -14.3% |
| 6M | -16.8% | +21.3% | -38.1% | -20.2% |
| YTD | +5.4% | +4.3% | +1.1% | +4.1% |
| 1Y | +9.3% | +3.3% | +6.1% | +8.3% |
| 3Y | +46.5% | +0.8% | +45.7% | +42.1% |
| All | +46.5% | +1.3% | +45.2% | +42.1% |
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