+170.5%
GM vs ZCMD
-100.0%
+270.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -2.4% |
| 30D | -1.1% | -24.8% | +23.7% | -0.9% |
| 3M | +6.1% | -62.8% | +68.9% | +5.1% |
| 6M | +15.0% | -99.5% | +114.5% | +15.2% |
| YTD | +6.0% | -99.8% | +105.7% | +6.2% |
| 1Y | +47.1% | -99.9% | +147.0% | +47.0% |
| 3Y | +170.5% | -100.0% | +270.5% | +165.3% |
| All | +170.5% | -100.0% | +270.5% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling