-12.2%
GGLL vs ZCMD
-99.9%
+87.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.0% | +9.5% | +6.6% |
| 7D | -23.1% | -13.3% | -9.8% | -22.9% |
| 30D | -32.9% | -49.6% | +16.7% | -31.9% |
| 3M | -44.9% | -54.6% | +9.7% | -44.1% |
| 6M | -49.5% | -99.8% | +50.2% | -40.0% |
| YTD | -28.9% | -99.9% | +71.0% | -15.8% |
| 1Y | -12.2% | -99.9% | +87.7% | -1.4% |
| All | -12.2% | -99.9% | +87.7% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling