+13.1%
GSK vs ZCMD
-99.9%
+113.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.0% |
| 7D | +4.9% | -13.3% | +18.3% | +4.9% |
| 30D | +9.9% | -49.6% | +59.5% | +9.6% |
| 3M | +0.2% | -54.6% | +54.8% | 0.0% |
| 6M | +2.3% | -99.8% | +102.1% | +2.9% |
| YTD | +7.1% | -99.9% | +106.9% | +8.2% |
| 1Y | +13.1% | -99.9% | +113.0% | +17.7% |
| All | +13.1% | -99.9% | +113.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling