-19.9%
GGLL vs ZCMD
-99.9%
+80.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.4% |
| 7D | +6.3% | +9.1% | -2.7% | +6.1% |
| 30D | -35.1% | -37.1% | +2.0% | -34.5% |
| 3M | -37.7% | -53.7% | +16.0% | -36.8% |
| 6M | -54.1% | -99.7% | +45.6% | -46.2% |
| YTD | -29.4% | -99.9% | +70.4% | -15.8% |
| All | -19.9% | -99.9% | +80.0% | -6.1% |
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