+128.5%
GLD vs ZM
+38.4%
+90.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.9% |
| 7D | -0.5% | +2.9% | -3.5% | -0.6% |
| 30D | +4.4% | +0.7% | +3.7% | +4.4% |
| 3M | -1.1% | -3.7% | +2.6% | -1.1% |
| 6M | -13.8% | +29.9% | -43.7% | -14.4% |
| YTD | +2.6% | +17.4% | -14.8% | +2.1% |
| 1Y | +24.5% | +22.4% | +2.1% | +23.8% |
| All | +128.5% | +38.4% | +90.0% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling