-10.3%
GTLB vs ZCMD
-100.0%
+89.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | -4.1% | -2.0% | -2.0% | -4.1% |
| 30D | +12.3% | -19.8% | +32.1% | +12.0% |
| 3M | +65.9% | -62.1% | +128.0% | +68.0% |
| 6M | +104.0% | -99.5% | +203.5% | +99.5% |
| YTD | +26.0% | -99.7% | +125.8% | +24.1% |
| 1Y | -3.5% | -99.9% | +96.4% | -4.6% |
| All | -10.3% | -100.0% | +89.7% | -19.7% |
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