-8.5%
GAP vs ZCMD
-99.9%
+91.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.1% | +9.9% | +3.0% |
| 7D | -4.1% | -5.4% | +1.3% | -4.0% |
| 30D | +6.2% | -24.8% | +31.0% | +6.6% |
| 3M | -0.7% | -62.8% | +62.1% | -0.8% |
| 6M | -7.1% | -99.5% | +92.4% | +8.1% |
| YTD | -14.1% | -99.8% | +85.7% | +1.9% |
| 1Y | -8.5% | -99.9% | +91.4% | +11.2% |
| All | -8.5% | -99.9% | +91.4% | +11.2% |
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