-0.8%
GFS vs ZCMD
-100.0%
+99.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.9% |
| 7D | +4.5% | -4.1% | +8.6% | +4.5% |
| 30D | -8.2% | -22.7% | +14.5% | -8.1% |
| 3M | -38.9% | -62.5% | +23.6% | -38.7% |
| 6M | -2.9% | -99.5% | +96.6% | -3.0% |
| YTD | +31.8% | -99.7% | +131.5% | +31.7% |
| 1Y | +43.1% | -99.9% | +143.0% | +42.9% |
| 3Y | -20.6% | -100.0% | +79.3% | -23.0% |
| All | -0.8% | -100.0% | +99.2% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling