+393.0%
GOOGL vs ZCMD
-100.0%
+493.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.8% | +1.9% |
| 7D | 0.0% | -5.4% | +5.4% | +0.1% |
| 30D | -1.4% | -24.8% | +23.4% | -1.1% |
| 3M | -5.3% | -62.8% | +57.5% | -6.0% |
| 6M | +9.8% | -99.5% | +109.3% | +14.3% |
| YTD | +8.4% | -99.8% | +108.1% | +13.6% |
| 1Y | +41.2% | -99.9% | +141.1% | +49.4% |
| 3Y | +149.6% | -100.0% | +249.6% | +170.0% |
| 5Y | +142.6% | -100.0% | +242.6% | +163.7% |
| All | +393.0% | -100.0% | +493.0% | +487.5% |
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 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