+45.9%
GLDM vs ZYBT
-60.2%
+106.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -5.5% | +8.7% | -14.2% | -5.5% |
| 30D | -7.0% | +1.4% | -8.3% | -7.0% |
| 3M | -12.3% | -3.2% | -9.1% | -12.3% |
| 6M | -17.9% | +48.5% | -66.4% | -17.7% |
| YTD | -10.3% | +30.4% | -40.7% | -10.0% |
| 1Y | -7.8% | -30.6% | +22.8% | -7.2% |
| All | +45.9% | -60.2% | +106.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling