-17.4%
GIS vs ZCMD
-99.9%
+82.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +5.2% |
| 7D | +8.5% | -13.3% | +21.8% | +8.4% |
| 30D | +15.3% | -49.6% | +64.9% | +15.0% |
| 3M | +0.9% | -54.6% | +55.6% | +0.7% |
| 6M | +7.9% | -99.8% | +107.7% | +11.8% |
| YTD | -17.6% | -99.9% | +82.3% | -14.9% |
| 1Y | -17.4% | -99.9% | +82.5% | -11.1% |
| All | -17.4% | -99.9% | +82.5% | -11.1% |
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 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