+319.2%
ZETA vs GLDM
+104.0%
+215.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | +26.5% | -5.5% | +32.0% | +28.3% |
| 30D | +10.3% | -7.0% | +17.3% | +12.4% |
| 3M | +30.5% | -12.3% | +42.8% | +35.1% |
| 6M | +129.4% | -17.9% | +147.3% | +140.8% |
| YTD | +83.1% | -10.3% | +93.4% | +86.4% |
| 1Y | +82.1% | -7.8% | +89.8% | +84.0% |
| 3Y | +352.3% | +99.5% | +252.8% | +240.2% |
| 5Y | +293.1% | +106.5% | +186.7% | +177.8% |
| All | +319.2% | +104.0% | +215.2% | +206.4% |
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