+9.1%
GAP vs ZCMD
-100.0%
+109.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -4.6% |
| 7D | -3.2% | -4.1% | +1.0% | -3.1% |
| 30D | -0.7% | -22.7% | +22.0% | -0.5% |
| 3M | -0.5% | -62.5% | +62.0% | -0.7% |
| 6M | -5.0% | -99.5% | +94.5% | -1.4% |
| YTD | -14.7% | -99.7% | +85.1% | -11.4% |
| 1Y | -8.6% | -99.9% | +91.3% | -5.3% |
| 3Y | +108.4% | -100.0% | +208.3% | +107.2% |
| All | +9.1% | -100.0% | +109.1% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling