+2.1%
GLDM vs ZCMD
-99.9%
+102.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | +4.7% | -4.4% | +9.1% | +4.7% |
| 30D | -0.9% | -43.0% | +42.1% | -0.3% |
| 3M | -4.3% | -54.9% | +50.6% | -3.7% |
| 6M | -13.4% | -99.8% | +86.4% | -12.0% |
| YTD | -5.8% | -99.9% | +94.0% | -4.3% |
| 1Y | +2.1% | -99.9% | +102.0% | +3.8% |
| All | +2.1% | -99.9% | +102.0% | +3.8% |
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