+79.7%
GEN vs ZCMD
-100.0%
+179.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | +3.8% | -19.8% | +23.6% | +3.7% |
| 3M | +22.3% | -62.1% | +84.3% | +22.5% |
| 6M | +39.0% | -99.5% | +138.4% | +41.1% |
| YTD | +11.9% | -99.7% | +111.6% | +14.8% |
| 1Y | +4.5% | -99.9% | +104.4% | +8.3% |
| 3Y | +59.0% | -100.0% | +159.0% | +71.0% |
| 5Y | +22.0% | -100.0% | +122.0% | +30.8% |
| All | +79.7% | -100.0% | +179.7% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling