+54.0%
ZM vs GPN
-32.4%
+86.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.8% |
| 30D | -10.0% | +3.1% | -13.1% | -10.7% |
| 3M | +1.6% | +42.3% | -40.7% | -7.2% |
| 6M | +25.0% | +20.9% | +4.1% | +18.6% |
| YTD | +10.6% | +15.2% | -4.6% | +5.9% |
| 1Y | +14.0% | +5.4% | +8.5% | +11.1% |
| 3Y | +32.5% | -27.4% | +59.9% | +37.9% |
| 5Y | -68.3% | -44.2% | -24.1% | -67.7% |
| All | +54.0% | -32.4% | +86.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling