+185.8%
GS vs ZCMD
-100.0%
+285.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.4% |
| 7D | -3.2% | -4.4% | +1.2% | -3.2% |
| 30D | -2.4% | -43.0% | +40.6% | -2.2% |
| 3M | -15.7% | -54.9% | +39.1% | -15.5% |
| 6M | -6.8% | -99.8% | +93.0% | -8.6% |
| YTD | -0.1% | -99.9% | +99.8% | -2.1% |
| 1Y | +12.1% | -99.9% | +112.0% | +9.6% |
| 3Y | +185.8% | -100.0% | +285.8% | +180.5% |
| All | +185.8% | -100.0% | +285.8% | +180.5% |
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