+294.9%
ZETA vs GLDM
+107.1%
+187.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | -4.6% | +22.7% | +19.5% |
| 30D | +13.6% | -5.5% | +19.0% | +15.2% |
| 3M | +23.7% | -10.9% | +34.6% | +27.4% |
| 6M | +128.5% | -17.3% | +145.8% | +139.2% |
| YTD | +80.1% | -10.2% | +90.3% | +83.1% |
| 1Y | +98.0% | -6.9% | +104.9% | +99.6% |
| 3Y | +348.6% | +98.7% | +249.9% | +237.4% |
| All | +294.9% | +107.1% | +187.9% | +173.4% |
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