+62.8%
GPC vs ZCMD
-100.0%
+162.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | -1.3% | -2.9% | +1.6% | -1.3% |
| 30D | -6.0% | -28.5% | +22.4% | -6.0% |
| 3M | -7.6% | -56.5% | +48.9% | -7.5% |
| 6M | +24.2% | -99.7% | +123.9% | +28.5% |
| YTD | +2.7% | -99.9% | +102.6% | +7.1% |
| 1Y | +0.2% | -99.9% | +100.1% | +4.7% |
| 3Y | -0.8% | -100.0% | +99.2% | +5.3% |
| 5Y | +4.4% | -100.0% | +104.4% | +11.5% |
| All | +62.8% | -100.0% | +162.8% | +84.1% |
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 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