+411.8%
GE vs ZCMD
-100.0%
+511.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +2.7% | -7.7% | +10.3% | +2.7% |
| 30D | +8.1% | -34.8% | +42.9% | +8.1% |
| 3M | -7.9% | -56.3% | +48.5% | -7.8% |
| 6M | +12.9% | -99.7% | +112.6% | +14.6% |
| YTD | +8.2% | -99.9% | +108.0% | +10.4% |
| 1Y | +9.7% | -99.9% | +109.6% | +12.1% |
| 3Y | +266.1% | -100.0% | +366.1% | +277.0% |
| All | +411.8% | -100.0% | +511.7% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling