-8.1%
GLD vs ZS
-41.8%
+33.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | -5.2% | -0.3% | -5.6% |
| 30D | -7.0% | -15.5% | +8.5% | -7.2% |
| 3M | -12.4% | +9.0% | -21.3% | -12.0% |
| 6M | -18.0% | +32.2% | -50.2% | -16.2% |
| YTD | -10.5% | -14.1% | +3.6% | -9.8% |
| 1Y | -8.1% | -39.1% | +31.0% | -7.2% |
| All | -8.1% | -41.8% | +33.7% | -7.2% |
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 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