+107.0%
GLDM vs ZBRA
-45.5%
+152.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.6% |
| 30D | -5.5% | -14.0% | +8.6% | -5.1% |
| 3M | -10.9% | -14.7% | +3.8% | -10.5% |
| 6M | -17.3% | +31.3% | -48.6% | -17.9% |
| YTD | -10.2% | +33.4% | -43.6% | -10.9% |
| 1Y | -6.9% | +34.1% | -41.1% | -7.8% |
| 3Y | +98.7% | +59.9% | +38.7% | +94.9% |
| All | +107.0% | -45.5% | +152.4% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling