+245.5%
GRMN vs ZCMD
-100.0%
+345.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | -11.3% | -21.6% | +10.2% | -11.2% |
| 3M | +17.7% | -67.4% | +85.1% | +16.7% |
| 6M | +14.2% | -99.4% | +113.6% | +17.3% |
| YTD | +37.0% | -99.7% | +136.8% | +41.9% |
| 1Y | +17.0% | -99.9% | +116.9% | +21.9% |
| 3Y | +183.2% | -100.0% | +283.2% | +201.2% |
| 5Y | +77.3% | -100.0% | +177.3% | +88.3% |
| All | +245.5% | -100.0% | +345.5% | +287.8% |
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