+225.5%
GWW vs ZCMD
-100.0%
+325.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.7% | +0.7% |
| 7D | -3.4% | -5.4% | +2.1% | -3.4% |
| 30D | -1.9% | -24.8% | +22.9% | -1.9% |
| 3M | -2.4% | -62.8% | +60.4% | -2.8% |
| 6M | +15.7% | -99.5% | +115.3% | +16.8% |
| YTD | +27.6% | -99.8% | +127.4% | +29.0% |
| 1Y | +27.2% | -99.9% | +127.1% | +29.1% |
| 3Y | +89.7% | -100.0% | +189.7% | +93.8% |
| All | +225.5% | -100.0% | +325.5% | +234.9% |
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