+9.2%
GAP vs ZCMD
-99.9%
+109.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.0% | +11.0% | +8.1% |
| 7D | +8.0% | -13.3% | +21.3% | +8.2% |
| 30D | +2.7% | -49.6% | +52.3% | +3.8% |
| 3M | +16.0% | -54.6% | +70.7% | +17.2% |
| 6M | +2.0% | -99.8% | +101.8% | +22.0% |
| YTD | -4.4% | -99.9% | +95.4% | +15.4% |
| 1Y | +9.2% | -99.9% | +109.1% | +41.0% |
| All | +9.2% | -99.9% | +109.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling