-0.5%
ZG vs SPY
+322.5%
-323.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.0% |
| 7D | -5.9% | -0.8% | -5.2% | -4.8% |
| 30D | -0.8% | -1.1% | +0.3% | +0.9% |
| 3M | +0.5% | +3.9% | -3.3% | -4.6% |
| 6M | -25.1% | +13.6% | -38.7% | -37.3% |
| YTD | -51.3% | +12.7% | -64.0% | -58.8% |
| 1Y | -61.2% | +17.5% | -78.8% | -69.2% |
| 3Y | -33.3% | +76.9% | -110.2% | -69.8% |
| 5Y | -63.9% | +83.6% | -147.5% | -83.9% |
| All | -0.5% | +322.5% | -323.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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