+74.3%
GNRC vs ZCMD
-100.0%
+174.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.0% | +10.0% | +3.0% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -15.7% | -24.8% | +9.0% | -15.5% |
| 3M | -27.3% | -62.8% | +35.4% | -28.1% |
| 6M | -12.1% | -99.5% | +87.5% | -8.2% |
| YTD | +37.1% | -99.8% | +136.9% | +44.6% |
| 1Y | -0.5% | -99.9% | +99.4% | +6.6% |
| 3Y | +61.5% | -100.0% | +161.5% | +80.7% |
| 5Y | -58.6% | -100.0% | +41.4% | -53.3% |
| All | +74.3% | -100.0% | +174.2% | +124.2% |
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 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