-54.6%
GTLB vs ZCMD
-100.0%
+45.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +4.6% | -1.4% | +6.0% | +4.5% |
| 30D | +21.0% | -21.6% | +42.6% | +20.7% |
| 3M | +51.7% | -67.4% | +119.1% | +53.0% |
| 6M | +89.3% | -99.4% | +188.7% | +88.1% |
| YTD | +25.6% | -99.7% | +125.4% | +26.3% |
| 1Y | -1.5% | -99.9% | +98.3% | -0.2% |
| 3Y | -9.9% | -100.0% | +90.1% | -6.3% |
| All | -54.6% | -100.0% | +45.4% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling