+47.6%
GSK vs ZCMD
-100.0%
+147.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.6% |
| 30D | -5.9% | -22.7% | +16.8% | -5.9% |
| 3M | -4.3% | -62.5% | +58.2% | -4.2% |
| 6M | -10.8% | -99.5% | +88.7% | -9.1% |
| YTD | +1.8% | -99.7% | +101.5% | +4.1% |
| 1Y | +23.5% | -99.9% | +123.4% | +27.1% |
| All | +47.6% | -100.0% | +147.6% | +51.7% |
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 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