+155.6%
GS vs ZCMD
-100.0%
+255.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +5.9% | -7.7% | +13.6% | +5.9% |
| 30D | +4.3% | -34.8% | +39.1% | +4.5% |
| 3M | -11.7% | -56.3% | +44.6% | -11.3% |
| 6M | -3.2% | -99.7% | +96.5% | -4.2% |
| YTD | +5.8% | -99.9% | +105.7% | +4.6% |
| 1Y | +16.0% | -99.9% | +115.9% | +14.7% |
| 3Y | +199.8% | -100.0% | +299.7% | +200.3% |
| All | +155.6% | -100.0% | +255.6% | +158.9% |
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