+328.4%
GGLL vs ZCMD
-100.0%
+428.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -9.7% | -21.6% | +11.8% | -9.4% |
| 3M | -18.0% | -67.4% | +49.3% | -18.5% |
| 6M | +15.3% | -99.4% | +114.7% | +22.8% |
| YTD | +2.2% | -99.7% | +101.9% | +10.0% |
| 1Y | +73.1% | -99.9% | +173.0% | +87.9% |
| 3Y | +242.7% | -100.0% | +342.7% | +261.1% |
| All | +328.4% | -100.0% | +428.4% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling