+244.9%
GS vs ZCMD
-100.0%
+344.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.1% |
| 7D | +0.9% | -8.0% | +8.9% | +1.0% |
| 30D | -1.6% | -27.9% | +26.3% | -1.4% |
| 3M | -4.5% | -74.6% | +70.1% | -5.2% |
| 6M | +20.9% | -99.5% | +120.3% | +18.2% |
| YTD | +19.9% | -99.7% | +119.6% | +17.1% |
| 1Y | +41.4% | -99.9% | +141.3% | +37.6% |
| All | +244.9% | -100.0% | +344.9% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling