+63.4%
ZM vs GRMN
+279.1%
-215.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +2.9% | -2.9% | +5.8% | +4.0% |
| 30D | +0.7% | -8.4% | +9.1% | +3.7% |
| 3M | -3.7% | +15.0% | -18.7% | -8.7% |
| 6M | +29.9% | +11.2% | +18.7% | +24.1% |
| YTD | +17.4% | +37.7% | -20.3% | +3.5% |
| 1Y | +22.4% | +18.5% | +3.9% | +13.3% |
| 3Y | +41.3% | +175.8% | -134.5% | -11.1% |
| 5Y | -66.0% | +75.1% | -141.1% | -77.9% |
| All | +63.4% | +279.1% | -215.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling