+512.0%
GE vs ZCMD
-100.0%
+612.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -9.5% | -21.6% | +12.1% | -9.4% |
| 3M | +4.1% | -67.4% | +71.5% | +3.4% |
| 6M | +3.9% | -99.4% | +103.4% | +8.3% |
| YTD | +9.0% | -99.7% | +108.8% | +15.2% |
| 1Y | +21.9% | -99.9% | +121.8% | +30.4% |
| 3Y | +281.8% | -100.0% | +381.8% | +329.5% |
| 5Y | +436.7% | -100.0% | +536.7% | +502.6% |
| All | +512.0% | -100.0% | +612.0% | +689.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling