+158.3%
GGLL vs ZCMD
-100.0%
+258.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -36.9% |
| 6M | -54.1% | -99.7% | +45.6% | -50.3% |
| YTD | -29.4% | -99.9% | +70.4% | -22.7% |
| 1Y | -13.4% | -99.9% | +86.5% | -4.8% |
| 3Y | +158.3% | -100.0% | +258.3% | +169.9% |
| All | +158.3% | -100.0% | +258.3% | +169.9% |
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