+2,022.5%
GME vs ZCMD
-100.0%
+2,122.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -1.4% | -21.6% | +20.2% | -1.1% |
| 3M | -15.1% | -67.4% | +52.2% | -15.9% |
| 6M | -22.5% | -99.4% | +77.0% | -15.8% |
| YTD | -5.9% | -99.7% | +93.8% | +4.5% |
| 1Y | -18.6% | -99.9% | +81.2% | -7.5% |
| 3Y | +6.7% | -100.0% | +106.7% | +29.5% |
| 5Y | -62.0% | -100.0% | +38.0% | -52.9% |
| All | +2,022.5% | -100.0% | +2,122.5% | +3,110.1% |
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