+7.0%
GLXY vs ZCMD
-99.9%
+106.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.3% |
| 7D | -7.3% | -5.4% | -1.9% | -7.2% |
| 30D | +15.7% | -24.8% | +40.5% | +16.4% |
| 3M | -26.7% | -62.8% | +36.1% | -27.5% |
| 6M | +13.7% | -99.5% | +113.2% | +31.5% |
| YTD | +9.1% | -99.8% | +108.9% | +32.8% |
| 1Y | -15.5% | -99.9% | +84.4% | +7.4% |
| All | +7.0% | -99.9% | +106.9% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling