+6.8%
GPC vs ZCMD
-99.9%
+106.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.7% |
| 7D | +4.1% | -13.3% | +17.5% | +4.1% |
| 30D | +0.1% | -49.6% | +49.8% | 0.0% |
| 3M | -3.9% | -54.6% | +50.7% | -4.0% |
| 6M | +24.4% | -99.8% | +124.2% | +33.4% |
| YTD | +5.7% | -99.9% | +105.5% | +13.3% |
| 1Y | +6.8% | -99.9% | +106.7% | +20.9% |
| All | +6.8% | -99.9% | +106.7% | +20.9% |
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