+62.9%
GLDM vs ZYBT
-57.8%
+120.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -3.4% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | +5.9% | +76.7% | -70.8% | +6.1% |
| 6M | -16.9% | +103.6% | -120.5% | -16.8% |
| YTD | +0.2% | +38.3% | -38.1% | +0.5% |
| 1Y | +18.6% | -84.7% | +103.3% | +19.7% |
| All | +62.9% | -57.8% | +120.7% | +62.7% |
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