+185.3%
GLD vs ZS
+599.9%
-414.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | -2.6% | -2.0% | -4.6% |
| 30D | -5.5% | -12.8% | +7.4% | -5.3% |
| 3M | -10.9% | +2.3% | -13.2% | -11.0% |
| 6M | -17.4% | +26.3% | -43.7% | -17.8% |
| YTD | -10.3% | -14.4% | +4.1% | -10.3% |
| 1Y | -7.2% | -37.6% | +30.5% | -6.6% |
| 3Y | +96.9% | +8.0% | +88.9% | +95.7% |
| 5Y | +103.8% | -44.9% | +148.6% | +103.2% |
| All | +185.3% | +599.9% | -414.6% | +184.2% |
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