+24.5%
GLD vs ZS
-37.1%
+61.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.9% |
| 7D | -0.5% | -7.8% | +7.3% | -0.6% |
| 30D | +4.4% | +5.0% | -0.6% | +4.5% |
| 3M | -1.1% | +25.5% | -26.6% | -0.6% |
| 6M | -13.8% | +8.7% | -22.5% | -12.5% |
| YTD | +2.6% | -24.5% | +27.1% | +3.8% |
| 1Y | +24.5% | -36.7% | +61.2% | +26.0% |
| All | +24.5% | -37.1% | +61.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling