+63.5%
GPC vs ZCMD
-100.0%
+163.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +0.4% | -7.7% | +8.1% | +0.5% |
| 30D | -6.3% | -34.8% | +28.5% | -6.2% |
| 3M | -8.2% | -56.3% | +48.1% | -8.0% |
| 6M | +27.1% | -99.7% | +126.8% | +31.6% |
| YTD | +3.1% | -99.9% | +103.0% | +7.5% |
| 1Y | +0.1% | -99.9% | +100.0% | +4.7% |
| 3Y | +0.2% | -100.0% | +100.2% | +6.3% |
| 5Y | +4.9% | -100.0% | +104.9% | +12.0% |
| All | +63.5% | -100.0% | +163.5% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling