-51.1%
GPN vs ZCMD
-100.0%
+48.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | +3.1% | -19.8% | +22.9% | +3.2% |
| 3M | +42.3% | -62.1% | +104.4% | +42.0% |
| 6M | +20.9% | -99.5% | +120.4% | +26.5% |
| YTD | +15.2% | -99.7% | +115.0% | +21.6% |
| 1Y | +5.4% | -99.9% | +105.3% | +12.4% |
| 3Y | -27.4% | -100.0% | +72.6% | -22.4% |
| 5Y | -44.2% | -100.0% | +55.8% | -40.3% |
| All | -51.1% | -100.0% | +48.9% | -41.5% |
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 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