+198.8%
GS vs ZCMD
-100.0%
+298.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | +5.1% | -2.9% | +8.1% | +5.2% |
| 30D | +2.4% | -28.5% | +30.9% | +2.6% |
| 3M | -11.5% | -56.5% | +45.1% | -11.2% |
| 6M | -2.5% | -99.7% | +97.1% | -4.3% |
| YTD | +5.5% | -99.9% | +105.3% | +3.3% |
| 1Y | +11.0% | -99.9% | +110.9% | +8.6% |
| All | +198.8% | -100.0% | +298.8% | +194.0% |
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