+242.5%
GLDM vs ZBRA
+146.2%
+96.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +0.3% | -6.4% | +6.7% | +0.4% |
| 3M | +0.7% | +51.3% | -50.6% | +0.3% |
| 6M | -15.4% | +60.5% | -75.9% | -15.8% |
| YTD | +1.0% | +45.2% | -44.2% | +0.5% |
| 1Y | +19.7% | +12.3% | +7.4% | +19.3% |
| 3Y | +126.5% | +37.5% | +89.0% | +125.1% |
| 5Y | +142.5% | -39.2% | +181.7% | +139.3% |
| All | +242.5% | +146.2% | +96.3% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ZBRA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling