+145.9%
GLDM vs ZBRA
-38.9%
+184.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +4.4% | -1.7% | +6.1% | +4.4% |
| 3M | -1.1% | +47.8% | -48.8% | -2.0% |
| 6M | -13.7% | +56.7% | -70.4% | -14.6% |
| YTD | +2.8% | +49.4% | -46.6% | +1.6% |
| 1Y | +24.8% | +16.5% | +8.3% | +24.0% |
| 3Y | +127.8% | +31.5% | +96.4% | +124.8% |
| All | +145.9% | -38.9% | +184.8% | +132.5% |
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 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