+383.8%
GWW vs ZCMD
-100.0%
+483.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -0.5% | -4.1% | +3.7% | -0.5% |
| 30D | -1.4% | -22.7% | +21.3% | -1.4% |
| 3M | -3.6% | -62.5% | +58.8% | -4.2% |
| 6M | +15.1% | -99.5% | +114.6% | +17.3% |
| YTD | +27.5% | -99.7% | +127.2% | +30.7% |
| 1Y | +29.6% | -99.9% | +129.5% | +33.8% |
| 3Y | +90.1% | -100.0% | +190.1% | +100.6% |
| 5Y | +222.6% | -100.0% | +322.6% | +240.3% |
| All | +383.8% | -100.0% | +483.8% | +482.4% |
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