+104.1%
GLD vs ZTS
-58.9%
+163.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -4.6% | +5.6% | -10.1% | -4.8% |
| 30D | -5.5% | +12.1% | -17.5% | -5.8% |
| 3M | -10.9% | +11.3% | -22.2% | -11.2% |
| 6M | -17.4% | +14.3% | -31.7% | -17.9% |
| YTD | -10.3% | -31.9% | +21.6% | -9.0% |
| 1Y | -7.2% | -29.3% | +22.1% | -5.9% |
| 3Y | +96.9% | -48.0% | +145.0% | +101.4% |
| All | +104.1% | -58.9% | +163.0% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling