-64.2%
ZM vs GTLB
-50.1%
-14.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.7% | -5.7% | 0.0% | -4.0% |
| 30D | -9.1% | +15.1% | -24.2% | -13.1% |
| 3M | +3.5% | +65.5% | -61.9% | -11.5% |
| 6M | +25.7% | +102.9% | -77.2% | +0.3% |
| YTD | +10.8% | +25.2% | -14.5% | +1.0% |
| 1Y | +12.8% | -5.5% | +18.3% | +10.6% |
| 3Y | +33.1% | -10.9% | +44.0% | +22.3% |
| All | -64.2% | -50.1% | -14.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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