+40.6%
GLW vs ZCMD
-99.9%
+140.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -5.8% |
| 7D | -9.5% | -13.3% | +3.9% | -9.4% |
| 30D | -25.5% | -49.6% | +24.2% | -25.3% |
| 3M | -25.6% | -54.6% | +29.0% | -25.5% |
| 6M | -25.5% | -99.8% | +74.3% | -20.1% |
| YTD | +36.4% | -99.9% | +136.2% | +39.5% |
| 1Y | +40.6% | -99.9% | +140.5% | +41.4% |
| All | +40.6% | -99.9% | +140.5% | +41.4% |
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