+79.3%
GPC vs ZCMD
-100.0%
+179.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.9% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | +1.3% | -22.7% | +24.0% | +1.4% |
| 3M | +37.1% | -62.5% | +99.6% | +37.0% |
| 6M | +23.2% | -99.5% | +122.6% | +27.4% |
| YTD | +13.1% | -99.7% | +112.8% | +17.7% |
| 1Y | +0.9% | -99.9% | +100.8% | +5.8% |
| 3Y | -0.8% | -100.0% | +99.2% | +5.3% |
| 5Y | +31.1% | -100.0% | +131.1% | +39.3% |
| All | +79.3% | -100.0% | +179.3% | +102.5% |
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