+654.6%
GLW vs ZCMD
-100.0%
+754.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.2% |
| 7D | +11.7% | -2.0% | +13.8% | +11.7% |
| 30D | +2.7% | -19.8% | +22.5% | +2.7% |
| 3M | -2.8% | -62.1% | +59.2% | -3.1% |
| 6M | +20.2% | -99.5% | +119.6% | +24.0% |
| YTD | +87.3% | -99.7% | +187.0% | +93.6% |
| 1Y | +119.6% | -99.9% | +219.5% | +128.7% |
| 3Y | +453.7% | -100.0% | +553.7% | +501.7% |
| 5Y | +376.1% | -100.0% | +476.1% | +418.3% |
| All | +654.6% | -100.0% | +754.6% | +796.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling