+194.8%
GLD vs ZM
+50.3%
+144.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +10.0% | -15.5% | -5.7% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | -12.4% | -7.1% | -5.3% | -12.2% |
| 6M | -18.0% | -5.1% | -12.9% | -18.0% |
| YTD | -10.5% | +13.2% | -23.7% | -10.9% |
| 1Y | -8.1% | +15.3% | -23.4% | -8.6% |
| 3Y | +97.7% | +57.4% | +40.3% | +94.3% |
| 5Y | +103.4% | -61.7% | +165.1% | +106.1% |
| All | +194.8% | +50.3% | +144.5% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling