+21.1%
GEN vs ZCMD
-100.0%
+121.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.1% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | +2.1% | -22.7% | +24.8% | +1.9% |
| 3M | +19.7% | -62.5% | +82.2% | +20.5% |
| 6M | +33.3% | -99.5% | +132.7% | +32.0% |
| YTD | +11.1% | -99.7% | +110.9% | +10.5% |
| 1Y | +3.0% | -99.9% | +102.9% | +2.8% |
| 3Y | +57.9% | -100.0% | +157.9% | +57.7% |
| All | +21.1% | -100.0% | +121.1% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling