+54.1%
ZM vs GWRE
+38.5%
+15.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.7% | -13.2% | +7.6% | +0.1% |
| 30D | -9.1% | -18.6% | +9.5% | -2.9% |
| 3M | +3.5% | +18.9% | -15.4% | -7.8% |
| 6M | +25.7% | -11.0% | +36.6% | +25.6% |
| YTD | +10.8% | -29.9% | +40.6% | +22.0% |
| 1Y | +12.8% | -44.3% | +57.1% | +38.0% |
| 3Y | +33.1% | +51.7% | -18.5% | -12.1% |
| 5Y | -68.3% | +15.4% | -83.7% | -77.6% |
| All | +54.1% | +38.5% | +15.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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