+246.9%
GGLL vs ZCMD
-100.0%
+346.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.2% |
| 7D | -4.8% | -8.0% | +3.2% | -4.6% |
| 30D | -13.7% | -27.9% | +14.2% | -13.2% |
| 3M | -21.9% | -74.6% | +52.7% | -21.9% |
| 6M | +11.7% | -99.5% | +111.1% | +19.7% |
| YTD | +2.3% | -99.7% | +102.0% | +10.9% |
| 1Y | +76.2% | -99.9% | +176.1% | +92.9% |
| All | +246.9% | -100.0% | +346.8% | +266.3% |
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