+161.7%
GILD vs ZCMD
-100.0%
+261.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.3% | -0.8% |
| 7D | -4.8% | -5.4% | +0.6% | -4.8% |
| 30D | +5.8% | -24.8% | +30.5% | +5.8% |
| 3M | +14.9% | -62.8% | +77.7% | +15.0% |
| 6M | -0.4% | -99.5% | +99.2% | +0.6% |
| YTD | +18.5% | -99.8% | +118.3% | +19.8% |
| 1Y | +25.1% | -99.9% | +125.0% | +26.9% |
| 3Y | +105.9% | -100.0% | +205.9% | +110.8% |
| 5Y | +143.0% | -100.0% | +243.0% | +148.5% |
| All | +161.7% | -100.0% | +261.7% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling