+138.9%
GLD vs ZM
-67.8%
+206.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.6% |
| 7D | +0.7% | +1.6% | -0.9% | +0.7% |
| 30D | +0.3% | -7.7% | +8.0% | +0.5% |
| 3M | +0.6% | -4.7% | +5.3% | +0.7% |
| 6M | -15.6% | +24.4% | -40.0% | -16.1% |
| YTD | +0.9% | +11.8% | -10.9% | +0.5% |
| 1Y | +19.4% | +13.4% | +6.0% | +18.9% |
| 3Y | +124.5% | +33.8% | +90.6% | +121.9% |
| 5Y | +138.9% | -67.2% | +206.1% | +137.8% |
| All | +138.9% | -67.8% | +206.7% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling