+40.1%
GILD vs ZCMD
-99.9%
+140.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -4.0% |
| 7D | +1.2% | -12.9% | +14.1% | +1.2% |
| 30D | +16.2% | -45.3% | +61.4% | +16.1% |
| 3M | +27.9% | -59.4% | +87.3% | +27.7% |
| 6M | +27.1% | -99.8% | +126.8% | +27.0% |
| YTD | +39.0% | -99.9% | +138.8% | +38.9% |
| 1Y | +40.1% | -99.9% | +140.0% | +46.0% |
| All | +40.1% | -99.9% | +140.0% | +46.0% |
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