+5.9%
GEN vs ZCMD
-99.9%
+105.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.2% |
| 7D | -1.2% | -8.0% | +6.8% | -1.3% |
| 30D | +10.1% | -27.9% | +38.0% | +9.7% |
| 3M | +16.1% | -74.6% | +90.7% | +15.6% |
| 6M | +38.9% | -99.5% | +138.3% | +30.8% |
| YTD | +14.4% | -99.7% | +114.2% | +10.6% |
| 1Y | +5.9% | -99.9% | +105.7% | +4.8% |
| All | +5.9% | -99.9% | +105.7% | +4.8% |
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