+2.8%
GLD vs ZCMD
-99.9%
+102.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.7% |
| 7D | -0.3% | -13.3% | +13.1% | -0.1% |
| 30D | -1.9% | -49.6% | +47.8% | -1.2% |
| 3M | -0.4% | -54.6% | +54.2% | +0.2% |
| 6M | -10.2% | -99.8% | +89.6% | -8.7% |
| YTD | -6.0% | -99.9% | +93.8% | -4.6% |
| 1Y | +2.8% | -99.9% | +102.7% | +4.4% |
| All | +2.8% | -99.9% | +102.7% | +4.4% |
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