+632.4%
GEV vs ZCMD
-99.9%
+732.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.1% | +10.7% | +3.5% |
| 7D | +1.6% | -5.4% | +7.1% | +1.6% |
| 30D | -7.9% | -24.8% | +16.8% | -8.2% |
| 3M | +5.6% | -62.8% | +68.4% | +6.0% |
| 6M | +13.1% | -99.5% | +112.6% | +11.8% |
| YTD | +46.7% | -99.8% | +146.5% | +43.2% |
| 1Y | +51.3% | -99.9% | +151.2% | +44.7% |
| All | +632.4% | -99.9% | +732.4% | +624.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling