-61.2%
ZG vs SPY
+18.1%
-79.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.3% |
| 7D | -5.9% | -0.8% | -5.2% | -5.1% |
| 30D | -0.8% | -1.1% | +0.3% | +0.5% |
| 3M | +0.5% | +3.9% | -3.3% | -3.0% |
| 6M | -25.1% | +13.6% | -38.7% | -34.8% |
| YTD | -51.3% | +12.7% | -64.0% | -57.0% |
| 1Y | -61.2% | +17.5% | -78.8% | -65.3% |
| All | -61.2% | +18.1% | -79.4% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling