+106.9%
GILD vs ZCMD
-100.0%
+206.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.3% | +1.9% |
| 7D | -3.0% | -11.5% | +8.5% | -3.1% |
| 30D | +5.8% | -24.7% | +30.5% | +5.8% |
| 3M | +17.3% | -61.4% | +78.7% | +17.6% |
| 6M | +1.6% | -99.6% | +101.2% | +2.0% |
| YTD | +20.8% | -99.8% | +120.5% | +21.1% |
| 1Y | +31.1% | -99.9% | +131.1% | +31.7% |
| 3Y | +106.9% | -100.0% | +206.8% | +111.1% |
| All | +106.9% | -100.0% | +206.8% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling