+61.0%
ZM vs GRMN
+288.9%
-227.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.5% |
| 7D | +11.0% | -0.9% | +11.9% | +11.4% |
| 30D | +5.6% | +1.2% | +4.5% | +5.0% |
| 3M | -9.1% | -8.9% | -0.2% | -6.6% |
| 6M | -2.6% | +23.0% | -25.6% | -10.1% |
| YTD | +15.7% | +41.2% | -25.6% | +0.7% |
| 1Y | +18.8% | +47.5% | -28.7% | +1.7% |
| 3Y | +62.2% | +155.8% | -93.6% | +5.8% |
| 5Y | -60.9% | +120.2% | -181.0% | -75.2% |
| All | +61.0% | +288.9% | -227.9% | +10.3% |
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