+502.4%
GFI vs ZCMD
-100.0%
+602.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | -1.2% |
| 7D | -4.9% | -5.4% | +0.6% | -4.8% |
| 30D | +10.7% | -24.8% | +35.5% | +11.1% |
| 3M | +25.6% | -62.8% | +88.4% | +25.1% |
| 6M | -8.3% | -99.5% | +91.3% | -5.0% |
| YTD | +6.3% | -99.8% | +106.1% | +10.5% |
| 1Y | +22.1% | -99.9% | +122.0% | +27.5% |
| 3Y | +289.2% | -100.0% | +389.2% | +308.5% |
| All | +502.4% | -100.0% | +602.4% | +583.5% |
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