+223.7%
GLD vs ZS
+504.0%
-280.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.9% |
| 7D | +0.1% | -3.8% | +4.0% | +0.2% |
| 30D | +0.2% | -6.0% | +6.2% | +0.3% |
| 3M | +3.2% | +32.0% | -28.8% | +2.8% |
| 6M | -14.6% | +2.1% | -16.8% | -14.8% |
| YTD | +1.8% | -26.2% | +27.9% | +2.1% |
| 1Y | +20.7% | -41.2% | +61.9% | +21.5% |
| 3Y | +126.5% | +3.3% | +123.2% | +125.2% |
| 5Y | +140.0% | -40.7% | +180.8% | +139.2% |
| All | +223.7% | +504.0% | -280.3% | +223.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling