+33.1%
GDDY vs ZCMD
-100.0%
+133.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +1.7% |
| 7D | -3.2% | -5.4% | +2.2% | -3.3% |
| 30D | +6.8% | -24.8% | +31.6% | +6.5% |
| 3M | +30.5% | -62.8% | +93.2% | +32.5% |
| 6M | +13.3% | -99.5% | +112.9% | +13.9% |
| YTD | -21.0% | -99.8% | +78.8% | -20.5% |
| 1Y | -34.0% | -99.9% | +65.9% | -33.7% |
| 3Y | +33.1% | -100.0% | +133.1% | +24.2% |
| All | +33.1% | -100.0% | +133.1% | +24.2% |
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 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