+816.6%
GLD vs ZBH
+43.6%
+772.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +13.4% | -14.5% | -1.3% |
| 6M | -13.8% | +3.0% | -16.8% | -13.8% |
| YTD | +2.6% | +9.7% | -7.0% | +2.5% |
| 1Y | +24.5% | -5.4% | +29.9% | +24.5% |
| 3Y | +125.8% | -15.6% | +141.4% | +126.0% |
| 5Y | +137.8% | -28.1% | +165.9% | +138.0% |
| 10Y | +221.4% | -15.2% | +236.6% | +220.0% |
| All | +816.6% | +43.6% | +772.9% | +781.6% |
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