+64.9%
GLD vs ZYBT
-58.4%
+123.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.1% |
| 30D | +0.2% | -12.8% | +13.0% | +0.2% |
| 3M | +3.2% | +76.2% | -73.0% | +3.4% |
| 6M | -14.6% | +109.3% | -124.0% | -14.6% |
| YTD | +1.8% | +36.5% | -34.7% | +2.1% |
| 1Y | +20.7% | -84.0% | +104.8% | +21.8% |
| All | +64.9% | -58.4% | +123.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling