+19.1%
GLD vs ZYBT
-79.2%
+98.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -2.0% | -3.7% | +1.8% | -2.0% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +3.2% | +72.2% | -69.0% | +3.6% |
| 6M | -16.3% | +103.1% | -119.4% | -16.1% |
| YTD | +0.6% | +34.8% | -34.2% | +1.8% |
| 1Y | +19.1% | -83.2% | +102.3% | +25.1% |
| All | +19.1% | -79.2% | +98.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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