+56.0%
GD vs ZCMD
-100.0%
+156.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +1.9% |
| 30D | +9.2% | -28.5% | +37.7% | +9.4% |
| 3M | -7.5% | -56.5% | +49.1% | -7.2% |
| 6M | +5.8% | -99.7% | +105.4% | +7.8% |
| YTD | +9.8% | -99.9% | +109.7% | +12.7% |
| 1Y | +5.8% | -99.9% | +105.7% | +8.9% |
| All | +56.0% | -100.0% | +156.0% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling