+688.8%
GFI vs ZCMD
-100.0%
+788.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.8% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | +13.4% | -19.8% | +33.2% | +13.9% |
| 3M | +36.2% | -62.1% | +98.3% | +34.1% |
| 6M | -9.8% | -99.5% | +89.7% | -1.0% |
| YTD | +7.7% | -99.7% | +107.4% | +20.6% |
| 1Y | +27.2% | -99.9% | +127.1% | +46.3% |
| 3Y | +300.3% | -100.0% | +400.3% | +409.6% |
| 5Y | +539.8% | -100.0% | +639.8% | +718.3% |
| All | +688.8% | -100.0% | +788.8% | +1,188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling