+14.7%
GEV vs ZCMD
-99.4%
+114.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.1% |
| 30D | -4.0% | -22.7% | +18.7% | -4.1% |
| 3M | +3.4% | -62.5% | +65.9% | +4.0% |
| 6M | +14.7% | -99.5% | +114.2% | +30.9% |
| All | +14.7% | -99.4% | +114.1% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling