+64.2%
GLDM vs ZYBT
-58.1%
+122.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | +0.7% | -4.2% | +5.0% | +0.7% |
| 30D | +0.3% | -16.4% | +16.7% | +0.3% |
| 3M | +0.7% | +82.9% | -82.2% | +0.9% |
| 6M | -15.4% | +110.7% | -126.1% | -15.3% |
| YTD | +1.0% | +37.4% | -36.4% | +1.3% |
| 1Y | +19.7% | -80.6% | +100.4% | +20.8% |
| All | +64.2% | -58.1% | +122.3% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling