+248.5%
GLDM vs ZBRA
+153.3%
+95.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 6M | -13.7% | +56.7% | -70.4% | -14.1% |
| YTD | +2.8% | +49.4% | -46.6% | +2.2% |
| 1Y | +24.8% | +16.5% | +8.3% | +24.4% |
| 3Y | +127.8% | +31.5% | +96.4% | +126.5% |
| 5Y | +141.1% | -38.6% | +179.7% | +137.9% |
| All | +248.5% | +153.3% | +95.2% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling