-64.7%
ZG vs SPY
+81.0%
-145.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -7.4% | -0.4% | -7.1% | -6.9% |
| 30D | -3.7% | -1.4% | -2.3% | -1.5% |
| 3M | -8.4% | +3.7% | -12.1% | -13.4% |
| 6M | -27.3% | +13.0% | -40.3% | -39.7% |
| YTD | -51.9% | +12.4% | -64.3% | -59.7% |
| 1Y | -60.9% | +18.5% | -79.4% | -69.9% |
| 3Y | -33.9% | +77.6% | -111.5% | -73.1% |
| 5Y | -64.7% | +81.7% | -146.4% | -86.0% |
| All | -64.7% | +81.0% | -145.7% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling