+235.1%
GLD vs ZM
+48.0%
+187.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.2% | -10.3% | +10.5% | +0.5% |
| 3M | +3.2% | -0.7% | +3.9% | +3.2% |
| 6M | -14.6% | +24.8% | -39.5% | -15.2% |
| YTD | +1.8% | +11.5% | -9.7% | +1.3% |
| 1Y | +20.7% | +12.3% | +8.4% | +20.1% |
| 3Y | +126.5% | +33.5% | +93.0% | +123.6% |
| 5Y | +140.0% | -67.5% | +207.5% | +144.3% |
| All | +235.1% | +48.0% | +187.1% | +234.8% |
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