-25.7%
GIS vs ZCMD
-100.0%
+74.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.3% |
| 7D | -6.4% | -5.4% | -0.9% | -6.4% |
| 30D | -6.1% | -24.8% | +18.7% | -6.1% |
| 3M | +7.8% | -62.8% | +70.6% | +8.5% |
| 6M | -8.8% | -99.5% | +90.7% | -6.6% |
| YTD | -19.1% | -99.8% | +80.6% | -17.0% |
| 1Y | -24.8% | -99.9% | +75.1% | -22.5% |
| 3Y | -37.6% | -100.0% | +62.4% | -35.3% |
| All | -25.7% | -100.0% | +74.3% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling