+165.3%
GLD vs ZCMD
-100.0%
+265.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | -0.5% | -8.0% | +7.5% | -0.4% |
| 30D | +4.4% | -27.9% | +32.3% | +4.7% |
| 3M | -1.1% | -74.6% | +73.5% | -1.3% |
| 6M | -13.8% | -99.5% | +85.7% | -12.5% |
| YTD | +2.6% | -99.7% | +102.4% | +4.7% |
| 1Y | +24.5% | -99.9% | +124.4% | +27.6% |
| 3Y | +125.8% | -100.0% | +225.8% | +134.8% |
| 5Y | +137.8% | -100.0% | +237.8% | +147.9% |
| All | +165.3% | -100.0% | +265.3% | +174.9% |
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 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