+394.5%
GLW vs ZCMD
-100.0%
+494.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +1.5% |
| 7D | +16.9% | -4.1% | +21.0% | +16.9% |
| 30D | +7.0% | -22.7% | +29.7% | +7.0% |
| 3M | -3.0% | -62.5% | +59.5% | -2.9% |
| 6M | +31.0% | -99.5% | +130.4% | +32.6% |
| YTD | +93.4% | -99.7% | +193.1% | +95.1% |
| 1Y | +134.7% | -99.9% | +234.6% | +137.0% |
| 3Y | +471.8% | -100.0% | +571.8% | +490.8% |
| 5Y | +394.5% | -100.0% | +494.5% | +407.7% |
| All | +394.5% | -100.0% | +494.5% | +407.7% |
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