+294.5%
ZETA vs GLDM
+112.4%
+182.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.6% | +10.8% | +8.9% |
| 7D | +13.2% | +2.9% | +10.4% | +12.2% |
| 30D | +6.0% | -3.9% | +9.9% | +7.1% |
| 3M | +27.3% | -8.1% | +35.5% | +30.1% |
| 6M | +104.6% | -14.7% | +119.3% | +112.6% |
| YTD | +72.3% | -6.6% | +78.9% | +73.5% |
| 1Y | +76.3% | -2.1% | +78.4% | +75.4% |
| 3Y | +325.6% | +107.7% | +217.9% | +216.7% |
| 5Y | +254.2% | +116.5% | +137.8% | +147.0% |
| All | +294.5% | +112.4% | +182.0% | +185.2% |
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