+121.6%
GLD vs ZCMD
-100.0%
+221.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.9% |
| 7D | +4.9% | +9.1% | -4.1% | +4.9% |
| 30D | -1.3% | -37.1% | +35.8% | -0.9% |
| 3M | -4.8% | -53.7% | +49.0% | -4.2% |
| 6M | -12.5% | -99.7% | +87.2% | -11.4% |
| YTD | -4.2% | -99.9% | +95.6% | -2.8% |
| 1Y | +3.0% | -99.9% | +102.9% | +4.8% |
| 3Y | +109.1% | -100.0% | +209.1% | +113.3% |
| 5Y | +121.6% | -100.0% | +221.6% | +127.9% |
| All | +121.6% | -100.0% | +221.6% | +127.9% |
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