-67.2%
ZM vs GPC
+29.0%
-96.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -3.9% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -7.7% | -0.4% | -7.3% | -7.7% |
| 3M | -4.7% | +39.2% | -43.8% | -15.4% |
| 6M | +24.4% | +18.2% | +6.2% | +16.7% |
| YTD | +11.8% | +12.1% | -0.3% | +6.0% |
| 1Y | +13.4% | -0.7% | +14.0% | +12.6% |
| 3Y | +33.8% | -1.7% | +35.5% | +28.7% |
| 5Y | -67.2% | +29.3% | -96.4% | -72.0% |
| All | -67.2% | +29.0% | -96.2% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling