+79.9%
GAP vs ZCMD
-100.0%
+179.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | -4.5% | -8.0% | +3.5% | -4.3% |
| 30D | +9.0% | -27.9% | +36.9% | +9.5% |
| 3M | +5.0% | -74.6% | +79.6% | +5.0% |
| 6M | -17.8% | -99.5% | +81.6% | -11.9% |
| YTD | -10.4% | -99.7% | +89.4% | -2.8% |
| 1Y | -3.4% | -99.9% | +96.5% | +6.0% |
| 3Y | +111.5% | -100.0% | +211.5% | +141.2% |
| 5Y | +8.8% | -100.0% | +108.8% | +24.4% |
| All | +79.9% | -100.0% | +179.9% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling