+418.7%
GLW vs ZCMD
-100.0%
+518.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.2% |
| 3M | -28.8% | -57.8% | +29.0% | -28.5% |
| 6M | -39.8% | -99.7% | +59.9% | -37.7% |
| YTD | +28.7% | -99.9% | +128.6% | +33.5% |
| 1Y | +27.7% | -99.9% | +127.6% | +32.9% |
| 3Y | +331.3% | -100.0% | +431.3% | +368.0% |
| 5Y | +233.4% | -100.0% | +333.4% | +266.8% |
| All | +418.7% | -100.0% | +518.7% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling