-22.1%
GFS vs ZCMD
-100.0%
+77.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +2.6% | -1.4% | +4.0% | +2.6% |
| 30D | -16.4% | -21.6% | +5.2% | -16.3% |
| 3M | -41.6% | -67.4% | +25.8% | -41.4% |
| 6M | -3.7% | -99.4% | +95.8% | -3.5% |
| YTD | +29.3% | -99.7% | +129.1% | +29.8% |
| 1Y | +37.1% | -99.9% | +137.0% | +37.7% |
| 3Y | -22.1% | -100.0% | +77.9% | -25.7% |
| All | -22.1% | -100.0% | +77.9% | -25.7% |
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