+491.4%
GE vs ZCMD
-100.0%
+591.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.1% |
| 7D | -4.0% | -5.4% | +1.4% | -4.0% |
| 30D | -11.4% | -24.8% | +13.4% | -11.3% |
| 3M | -2.6% | -62.8% | +60.2% | -3.5% |
| 6M | -0.3% | -99.5% | +99.2% | +4.2% |
| YTD | +5.4% | -99.8% | +105.1% | +11.4% |
| 1Y | +15.5% | -99.9% | +115.4% | +23.9% |
| 3Y | +260.8% | -100.0% | +360.8% | +306.0% |
| 5Y | +421.6% | -100.0% | +521.6% | +486.9% |
| All | +491.4% | -100.0% | +591.4% | +663.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling