+177.1%
GH vs ZCMD
-99.9%
+277.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.0% | -1.1% |
| 7D | -2.5% | -5.4% | +2.9% | -2.5% |
| 30D | -4.7% | -24.8% | +20.1% | -4.7% |
| 3M | +20.2% | -62.8% | +83.0% | +20.4% |
| 6M | +78.8% | -99.5% | +178.3% | +73.7% |
| YTD | +54.1% | -99.8% | +153.8% | +50.4% |
| 1Y | +177.1% | -99.9% | +277.0% | +169.4% |
| All | +177.1% | -99.9% | +277.0% | +169.4% |
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