-100.0%
ZCMD vs GWRE
+15.1%
-115.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -6.9% |
| 7D | -5.4% | -13.2% | +7.8% | -8.2% |
| 30D | -24.8% | -18.6% | -6.2% | -27.5% |
| 3M | -62.8% | +18.9% | -81.7% | -60.8% |
| 6M | -99.5% | -11.0% | -88.6% | -99.5% |
| YTD | -99.8% | -29.9% | -69.9% | -99.7% |
| 1Y | -99.9% | -44.3% | -55.6% | -99.9% |
| 3Y | -100.0% | +51.7% | -151.7% | -100.0% |
| All | -100.0% | +15.1% | -115.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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