+347.2%
ZETA vs GLDM
+143.3%
+203.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +15.8% | +4.4% | +11.4% | +14.3% |
| 3M | +35.4% | -1.1% | +36.5% | +35.4% |
| 6M | +67.1% | -13.7% | +80.8% | +72.4% |
| YTD | +54.1% | +2.8% | +51.3% | +51.4% |
| 1Y | +67.8% | +24.8% | +43.0% | +56.8% |
| 3Y | +311.4% | +127.8% | +183.6% | +206.3% |
| All | +347.2% | +143.3% | +203.9% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling