+230.0%
GLW vs ZCMD
-100.0%
+330.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -3.3% |
| 7D | -11.1% | -3.0% | -8.1% | -11.1% |
| 30D | -28.4% | -39.5% | +11.1% | -28.4% |
| 3M | -28.8% | -57.8% | +29.0% | -28.7% |
| 6M | -39.8% | -99.7% | +59.9% | -39.0% |
| YTD | +28.7% | -99.9% | +128.6% | +29.8% |
| 1Y | +27.7% | -99.9% | +127.6% | +28.8% |
| 3Y | +331.3% | -100.0% | +431.3% | +342.9% |
| All | +230.0% | -100.0% | +330.0% | +242.2% |
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