+220.8%
GLD vs ZS
+488.9%
-268.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | +0.7% | -9.2% | +10.0% | +0.9% |
| 30D | +0.3% | -4.0% | +4.3% | +0.4% |
| 3M | +0.6% | +25.3% | -24.7% | +0.3% |
| 6M | -15.6% | -1.3% | -14.3% | -15.7% |
| YTD | +0.9% | -28.0% | +28.9% | +1.2% |
| 1Y | +19.4% | -42.5% | +61.9% | +20.2% |
| 3Y | +124.5% | +0.7% | +123.7% | +123.3% |
| 5Y | +138.9% | -42.3% | +181.2% | +138.2% |
| All | +220.8% | +488.9% | -268.1% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling