+105.0%
GLDM vs ZBRA
+50.6%
+54.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | -10.9% | +15.5% | +5.0% |
| 30D | -0.9% | -16.6% | +15.7% | -0.4% |
| 3M | -4.3% | -11.6% | +7.3% | -4.0% |
| 6M | -13.4% | +40.2% | -53.6% | -13.8% |
| YTD | -5.8% | +32.6% | -38.4% | -6.5% |
| 1Y | +2.1% | +24.7% | -22.6% | +1.4% |
| 3Y | +105.0% | +56.3% | +48.7% | +95.5% |
| All | +105.0% | +50.6% | +54.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling