-54.8%
GTLB vs ZCMD
-100.0%
+45.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | -0.7% |
| 7D | -5.7% | -5.4% | -0.3% | -5.8% |
| 30D | +15.1% | -24.8% | +39.9% | +14.8% |
| 3M | +65.5% | -62.8% | +128.3% | +67.1% |
| 6M | +102.9% | -99.5% | +202.4% | +101.9% |
| YTD | +25.2% | -99.8% | +125.0% | +25.8% |
| 1Y | -5.5% | -99.9% | +94.4% | -4.1% |
| 3Y | -10.9% | -100.0% | +89.1% | -7.3% |
| All | -54.8% | -100.0% | +45.2% | -49.7% |
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 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