+151.9%
GLD vs ZTS
+170.4%
-18.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| YTD | +2.6% | -38.8% | +41.4% | +3.7% |
| 1Y | +24.5% | -49.6% | +74.1% | +26.4% |
| 3Y | +125.8% | -59.0% | +184.8% | +129.9% |
| 5Y | +137.8% | -61.8% | +199.6% | +141.2% |
| 10Y | +221.4% | +61.4% | +159.9% | +236.6% |
| All | +151.9% | +170.4% | -18.4% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling