+121.8%
GLDM vs ZBRA
-47.4%
+169.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.0% |
| YTD | -5.8% | +32.6% | -38.4% | -6.6% |
| 1Y | +2.1% | +24.7% | -22.6% | +1.3% |
| 3Y | +105.0% | +56.3% | +48.7% | +101.3% |
| All | +121.8% | -47.4% | +169.2% | +116.3% |
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