+33.1%
ZM vs GPN
-27.6%
+60.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.7% | -4.6% | -1.1% | -4.2% |
| 30D | -9.1% | -0.3% | -8.8% | -9.0% |
| 3M | +3.5% | +35.4% | -31.9% | -6.7% |
| 6M | +25.7% | +21.7% | +4.0% | +17.0% |
| YTD | +10.8% | +14.9% | -4.1% | +4.6% |
| 1Y | +12.8% | +3.2% | +9.6% | +9.9% |
| 3Y | +33.1% | -27.1% | +60.3% | +38.1% |
| All | +33.1% | -27.6% | +60.7% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling