-1.5%
GLD vs ZTS
-32.6%
+31.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +4.7% | -0.4% | +5.1% | +4.7% |
| 30D | -0.9% | +11.7% | -12.6% | -0.9% |
| 3M | -4.4% | +3.5% | -7.9% | -4.4% |
| 6M | -13.6% | -27.6% | +14.1% | -12.3% |
| YTD | -6.0% | -35.5% | +29.5% | -2.8% |
| All | -1.5% | -32.6% | +31.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling