+63.4%
GLD vs ZYBT
-58.1%
+121.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.7% |
| 7D | +0.7% | -4.2% | +5.0% | +0.7% |
| 30D | +0.3% | -16.4% | +16.7% | +0.3% |
| 3M | +0.6% | +82.9% | -82.3% | +0.8% |
| 6M | -15.6% | +110.7% | -126.3% | -15.5% |
| YTD | +0.9% | +37.4% | -36.5% | +1.2% |
| 1Y | +19.4% | -80.6% | +100.0% | +20.4% |
| All | +63.4% | -58.1% | +121.5% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling