+255.6%
GRMN vs ZCMD
-100.0%
+355.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.1% | +11.3% | +4.3% |
| 7D | +2.4% | -5.4% | +7.9% | +2.5% |
| 30D | -8.5% | -24.8% | +16.3% | -8.3% |
| 3M | +19.5% | -62.8% | +82.3% | +18.2% |
| 6M | +21.2% | -99.5% | +120.7% | +24.8% |
| YTD | +41.0% | -99.8% | +140.8% | +46.1% |
| 1Y | +19.6% | -99.9% | +119.5% | +24.7% |
| 3Y | +183.8% | -100.0% | +283.8% | +202.0% |
| 5Y | +83.0% | -100.0% | +183.0% | +94.6% |
| All | +255.6% | -100.0% | +355.6% | +299.4% |
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