+249.0%
ZETA vs GLDM
+114.2%
+134.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.5% |
| 7D | -0.4% | +4.7% | -5.1% | -1.8% |
| 30D | -8.0% | -0.9% | -7.2% | -7.8% |
| 3M | +21.4% | -4.3% | +25.7% | +22.7% |
| 6M | +80.1% | -13.4% | +93.5% | +86.5% |
| YTD | +52.5% | -5.8% | +58.3% | +53.2% |
| 1Y | +58.5% | +2.1% | +56.4% | +56.1% |
| 3Y | +281.7% | +105.0% | +176.6% | +185.3% |
| 5Y | +237.3% | +122.5% | +114.8% | +133.1% |
| All | +249.0% | +114.2% | +134.8% | +152.0% |
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