+54.1%
ZM vs GPN
-32.4%
+86.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -4.3% | -1.4% | -4.6% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | +3.5% | +35.8% | -32.3% | -4.3% |
| 6M | +25.7% | +22.0% | +3.7% | +19.0% |
| YTD | +10.8% | +15.2% | -4.5% | +6.0% |
| 1Y | +12.8% | +3.5% | +9.3% | +10.4% |
| 3Y | +33.1% | -26.9% | +60.1% | +38.4% |
| 5Y | -68.3% | -44.2% | -24.1% | -67.7% |
| All | +54.1% | -32.4% | +86.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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