+138.9%
GLD vs ZBH
-30.7%
+169.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.6% |
| 7D | +0.7% | -5.2% | +6.0% | +0.9% |
| 30D | +0.3% | -2.4% | +2.7% | +0.4% |
| 3M | +0.6% | +8.3% | -7.6% | +0.2% |
| 6M | -15.6% | +0.7% | -16.2% | -15.7% |
| YTD | +0.9% | +5.3% | -4.5% | +0.7% |
| 1Y | +19.4% | -9.1% | +28.5% | +19.5% |
| 3Y | +124.5% | -19.7% | +144.2% | +126.0% |
| 5Y | +138.9% | -31.3% | +170.2% | +136.2% |
| All | +138.9% | -30.7% | +169.7% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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