+142.5%
GLD vs ZS
-42.1%
+184.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | -0.5% | -7.8% | +7.3% | -0.4% |
| 30D | +4.4% | +5.0% | -0.6% | +4.3% |
| 3M | -1.1% | +25.5% | -26.6% | -1.4% |
| 6M | -13.8% | +8.7% | -22.5% | -13.9% |
| YTD | +2.6% | -24.5% | +27.1% | +3.1% |
| 1Y | +24.5% | -36.7% | +61.2% | +25.4% |
| 3Y | +125.8% | +7.2% | +118.6% | +124.4% |
| All | +142.5% | -42.1% | +184.7% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling