+231.5%
ZETA vs GLDM
+115.9%
+115.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.5% |
| 7D | -10.0% | +1.9% | -11.9% | -10.5% |
| 30D | -10.6% | -1.7% | -8.9% | -10.1% |
| 3M | +8.9% | -3.5% | +12.4% | +9.8% |
| 6M | +65.1% | -10.1% | +75.2% | +69.3% |
| YTD | +44.8% | -5.0% | +49.9% | +45.2% |
| 1Y | +47.8% | +2.8% | +45.0% | +45.3% |
| 3Y | +248.8% | +105.1% | +143.6% | +160.8% |
| 5Y | +220.3% | +124.3% | +96.0% | +120.9% |
| All | +231.5% | +115.9% | +115.6% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling