+12.0%
GEHC vs ZCMD
-100.0%
+111.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -7.0% | -21.6% | +14.6% | -6.9% |
| 3M | +3.3% | -67.4% | +70.7% | +3.4% |
| 6M | -10.0% | -99.4% | +89.4% | -5.5% |
| YTD | -18.5% | -99.7% | +81.3% | -13.1% |
| 1Y | -14.4% | -99.9% | +85.5% | -7.6% |
| 3Y | +3.4% | -100.0% | +103.4% | +11.9% |
| All | +12.0% | -100.0% | +111.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling