-8.3%
GIS vs ZCMD
-100.0%
+91.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -8.3% | -1.4% | -6.9% | -8.3% |
| 30D | +2.2% | -21.6% | +23.7% | +2.1% |
| 3M | +15.7% | -67.4% | +83.1% | +16.5% |
| 6M | -12.0% | -99.4% | +87.5% | -10.5% |
| YTD | -15.0% | -99.7% | +84.8% | -13.4% |
| 1Y | -20.1% | -99.9% | +79.8% | -18.6% |
| 3Y | -34.6% | -100.0% | +65.4% | -33.5% |
| 5Y | -22.8% | -100.0% | +77.1% | -21.5% |
| All | -8.3% | -100.0% | +91.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling