+83.7%
GRMN vs ZCMD
-100.0%
+183.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.1% | +10.9% | +3.9% |
| 7D | +2.0% | -5.4% | +7.5% | +2.1% |
| 30D | -8.8% | -24.8% | +16.0% | -8.7% |
| 3M | +19.0% | -62.8% | +81.8% | +17.9% |
| 6M | +20.7% | -99.5% | +120.3% | +22.8% |
| YTD | +40.5% | -99.8% | +140.3% | +43.3% |
| 1Y | +19.1% | -99.9% | +119.0% | +21.7% |
| 3Y | +182.7% | -100.0% | +282.7% | +188.2% |
| All | +83.7% | -100.0% | +183.7% | +85.1% |
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