+1.3%
GPC vs ZCMD
-99.9%
+101.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | +0.4% | -8.0% | +8.4% | +0.4% |
| 30D | +5.1% | -27.9% | +33.0% | +5.1% |
| 3M | +41.5% | -74.6% | +116.1% | +43.1% |
| 6M | +21.8% | -99.5% | +121.3% | +29.5% |
| YTD | +14.6% | -99.7% | +114.3% | +24.2% |
| 1Y | +1.3% | -99.9% | +101.1% | +14.5% |
| All | +1.3% | -99.9% | +101.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling