+212.2%
GLD vs ZTS
+74.0%
+138.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.7% |
| 7D | +4.9% | -1.0% | +6.0% | +5.0% |
| 30D | -1.3% | +10.8% | -12.1% | -1.8% |
| 3M | -4.8% | +14.1% | -18.8% | -5.3% |
| 6M | -12.5% | +0.8% | -13.3% | -12.6% |
| YTD | -4.2% | -33.1% | +28.9% | -2.7% |
| 1Y | +3.0% | -30.0% | +33.0% | +4.5% |
| 3Y | +109.1% | -49.5% | +158.6% | +114.6% |
| 5Y | +121.6% | -60.2% | +181.8% | +128.7% |
| 10Y | +212.2% | +77.0% | +135.2% | +217.0% |
| All | +212.2% | +74.0% | +138.2% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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