-43.8%
GPN vs ZCMD
-100.0%
+56.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.3% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | -0.3% | -24.8% | +24.5% | -0.3% |
| 3M | +35.4% | -62.8% | +98.2% | +35.4% |
| 6M | +21.7% | -99.5% | +121.2% | +26.4% |
| YTD | +14.9% | -99.8% | +114.6% | +20.2% |
| 1Y | +3.2% | -99.9% | +103.1% | +8.7% |
| 3Y | -27.1% | -100.0% | +72.8% | -25.5% |
| All | -43.8% | -100.0% | +56.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling