-99.9%
ZCMD vs FGI
+93.1%
-193.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -1.4% | +5.2% | -6.6% | -1.3% |
| 30D | -21.6% | +65.2% | -86.8% | -21.4% |
| 3M | -67.4% | +30.2% | -97.5% | -67.1% |
| 6M | -99.4% | +87.8% | -187.2% | -99.5% |
| YTD | -99.7% | +32.5% | -132.2% | -99.8% |
| 1Y | -99.9% | +93.6% | -193.5% | -99.9% |
| All | -99.9% | +93.1% | -193.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling