-36.9%
GLXY vs ZCMD
-100.0%
+63.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.0% | -5.2% |
| 7D | +5.3% | -7.7% | +13.0% | +5.6% |
| 30D | -19.8% | -34.8% | +15.0% | -18.8% |
| 3M | -31.4% | -56.3% | +25.0% | -30.0% |
| 6M | -53.3% | -99.7% | +46.3% | -45.6% |
| YTD | -35.7% | -99.9% | +64.2% | -20.5% |
| 1Y | -47.2% | -99.9% | +52.7% | -33.5% |
| All | -36.9% | -100.0% | +63.0% | -18.5% |
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