+142.5%
GLD vs ZTS
-61.7%
+204.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | +1.9% | +2.5% | +4.3% |
| 3M | -1.1% | -4.0% | +2.9% | -1.0% |
| 6M | -13.8% | -39.1% | +25.3% | -12.2% |
| YTD | +2.6% | -38.8% | +41.4% | +4.5% |
| 1Y | +24.5% | -49.6% | +74.1% | +27.7% |
| 3Y | +125.8% | -59.0% | +184.8% | +133.0% |
| All | +142.5% | -61.7% | +204.3% | +146.7% |
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