+722.8%
GLD vs ZBH
+57.8%
+665.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.0% | -2.4% | +0.5% | -1.9% |
| 30D | -4.4% | +16.6% | -21.0% | -4.7% |
| 3M | -8.9% | +10.8% | -19.7% | -9.1% |
| 6M | -16.0% | +35.8% | -51.7% | -16.4% |
| YTD | -7.9% | +20.5% | -28.3% | -8.1% |
| 1Y | -3.9% | +22.7% | -26.6% | -4.2% |
| 3Y | +103.4% | +4.9% | +98.5% | +103.0% |
| 5Y | +109.7% | -12.8% | +122.5% | +109.4% |
| 10Y | +211.8% | +22.7% | +189.1% | +209.2% |
| All | +722.8% | +57.8% | +665.0% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling