+188.9%
GS vs ZCMD
-100.0%
+288.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | +0.2% | -21.6% | +21.8% | +0.3% |
| 3M | -0.3% | -67.4% | +67.0% | -0.9% |
| 6M | +27.4% | -99.4% | +126.8% | +25.4% |
| YTD | +19.6% | -99.7% | +119.4% | +17.8% |
| 1Y | +42.5% | -99.9% | +142.4% | +40.2% |
| 3Y | +240.4% | -100.0% | +340.4% | +239.7% |
| 5Y | +188.9% | -100.0% | +288.9% | +187.6% |
| All | +188.9% | -100.0% | +288.9% | +187.6% |
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