+264.7%
ZETA vs GLDM
+118.2%
+146.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.9% |
| 7D | +6.2% | +5.0% | +1.3% | +4.7% |
| 30D | -2.0% | -1.3% | -0.7% | -1.7% |
| 3M | +21.7% | -4.7% | +26.4% | +23.1% |
| 6M | +89.1% | -12.4% | +101.5% | +95.2% |
| YTD | +59.3% | -4.1% | +63.4% | +59.3% |
| 1Y | +66.2% | +3.3% | +62.8% | +63.1% |
| 3Y | +297.3% | +110.9% | +186.4% | +194.6% |
| 5Y | +227.5% | +124.8% | +102.7% | +125.8% |
| All | +264.7% | +118.2% | +146.5% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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