+112.4%
GH vs ZCMD
-100.0%
+212.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -4.5% | -21.6% | +17.1% | -4.3% |
| 3M | +28.9% | -67.4% | +96.3% | +28.1% |
| 6M | +76.5% | -99.4% | +176.0% | +85.9% |
| YTD | +57.6% | -99.7% | +157.4% | +69.5% |
| 1Y | +167.5% | -99.9% | +267.4% | +193.6% |
| 3Y | +377.4% | -100.0% | +477.4% | +484.9% |
| 5Y | +23.8% | -100.0% | +123.8% | +53.8% |
| All | +112.4% | -100.0% | +212.4% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling