+82.3%
GEN vs ZCMD
-100.0%
+182.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.4% |
| 7D | +2.0% | -7.7% | +9.7% | +2.0% |
| 30D | +27.7% | -34.8% | +62.5% | +27.5% |
| 3M | +3.3% | -56.3% | +59.6% | +3.0% |
| 6M | +31.8% | -99.7% | +131.5% | +33.7% |
| YTD | +13.5% | -99.9% | +113.4% | +16.2% |
| 1Y | +16.0% | -99.9% | +116.0% | +19.4% |
| 3Y | +70.6% | -100.0% | +170.6% | +82.1% |
| 5Y | +32.1% | -100.0% | +132.1% | +42.6% |
| All | +82.3% | -100.0% | +182.3% | +106.1% |
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