+755.2%
GLD vs ZBH
+59.1%
+696.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.8% |
| 7D | +4.9% | +11.3% | -6.3% | +4.8% |
| 30D | -1.3% | +21.5% | -22.8% | -1.6% |
| 3M | -4.8% | +12.5% | -17.2% | -5.0% |
| 6M | -12.5% | +32.3% | -44.8% | -12.9% |
| YTD | -4.2% | +21.4% | -25.7% | -4.5% |
| 1Y | +3.0% | +23.7% | -20.7% | +2.7% |
| 3Y | +109.1% | +7.0% | +102.1% | +108.6% |
| 5Y | +121.6% | -13.2% | +134.8% | +121.2% |
| 10Y | +212.2% | +19.3% | +192.9% | +209.7% |
| All | +755.2% | +59.1% | +696.1% | +721.0% |
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