+309.0%
GGLL vs ZCMD
-100.0%
+409.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -4.6% |
| 7D | -3.9% | -4.1% | +0.2% | -3.8% |
| 30D | -15.4% | -22.7% | +7.4% | -15.0% |
| 3M | -21.9% | -62.5% | +40.6% | -22.7% |
| 6M | +4.5% | -99.5% | +104.0% | +11.4% |
| YTD | -2.4% | -99.7% | +97.3% | +4.9% |
| 1Y | +57.8% | -99.9% | +157.7% | +71.4% |
| 3Y | +227.2% | -100.0% | +327.2% | +244.5% |
| All | +309.0% | -100.0% | +409.0% | +337.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling