-6.9%
GEHC vs ZCMD
-99.9%
+93.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.5% | -1.2% |
| 7D | -4.0% | -8.0% | +4.0% | -4.0% |
| 30D | -2.0% | -27.9% | +25.9% | -2.1% |
| 3M | +8.0% | -74.6% | +82.6% | +9.2% |
| 6M | -12.8% | -99.5% | +86.7% | -6.8% |
| YTD | -15.9% | -99.7% | +83.8% | -6.3% |
| 1Y | -6.9% | -99.9% | +93.0% | +9.6% |
| All | -6.9% | -99.9% | +93.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling