+422.4%
GE vs ZCMD
-100.0%
+522.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -11.9% | -19.8% | +7.9% | -11.9% |
| 3M | +1.8% | -62.1% | +63.9% | +1.5% |
| 6M | -0.6% | -99.5% | +98.9% | +1.0% |
| YTD | +5.5% | -99.7% | +105.3% | +7.7% |
| 1Y | +15.0% | -99.9% | +114.8% | +17.7% |
| 3Y | +269.5% | -100.0% | +369.5% | +281.3% |
| 5Y | +422.4% | -100.0% | +522.4% | +436.3% |
| All | +422.4% | -100.0% | +522.4% | +436.3% |
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 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