+2,276.4%
GME vs ZCMD
-100.0%
+2,376.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.8% | +3.8% |
| 7D | +10.4% | -5.4% | +15.8% | +10.5% |
| 30D | +14.1% | -24.8% | +38.9% | +14.5% |
| 3M | -4.6% | -62.8% | +58.1% | -6.0% |
| 6M | -13.5% | -99.5% | +86.0% | -5.6% |
| YTD | +5.3% | -99.8% | +105.1% | +17.1% |
| 1Y | -14.9% | -99.9% | +85.0% | -2.8% |
| 3Y | +24.3% | -100.0% | +124.3% | +51.0% |
| 5Y | -55.6% | -100.0% | +44.4% | -44.8% |
| All | +2,276.4% | -100.0% | +2,376.4% | +3,497.0% |
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