+54.1%
ZM vs GRMN
+286.9%
-232.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.2% |
| 7D | -5.7% | +2.0% | -7.7% | -6.3% |
| 30D | -9.1% | -8.8% | -0.3% | -6.3% |
| 3M | +3.5% | +19.0% | -15.5% | -3.0% |
| 6M | +25.7% | +20.7% | +4.9% | +16.7% |
| YTD | +10.8% | +40.5% | -29.7% | -3.0% |
| 1Y | +12.8% | +19.1% | -6.4% | +4.3% |
| 3Y | +33.1% | +182.7% | -149.6% | -16.9% |
| 5Y | -68.3% | +82.3% | -150.6% | -79.5% |
| All | +54.1% | +286.9% | -232.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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