+107.0%
GLDM vs ZBH
-16.1%
+123.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -4.6% | -2.3% | -2.4% | -4.5% |
| 30D | -5.5% | +12.5% | -17.9% | -6.0% |
| 3M | -10.9% | +3.9% | -14.8% | -11.1% |
| 6M | -17.3% | +25.4% | -42.8% | -18.3% |
| YTD | -10.2% | +15.7% | -25.9% | -10.8% |
| 1Y | -6.9% | +15.2% | -22.1% | -7.6% |
| 3Y | +98.7% | +0.3% | +98.3% | +97.7% |
| All | +107.0% | -16.1% | +123.1% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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