+166.9%
ZG vs SPY
+645.3%
-478.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.9% |
| 7D | -13.6% | -0.9% | -12.7% | -12.3% |
| 30D | +3.8% | -2.4% | +6.1% | +7.3% |
| 3M | -13.1% | -1.2% | -12.0% | -11.5% |
| 6M | -26.8% | +3.3% | -30.1% | -29.8% |
| YTD | -56.4% | +12.3% | -68.7% | -62.5% |
| 1Y | -58.6% | +12.4% | -71.0% | -64.4% |
| 3Y | -16.2% | +78.8% | -95.0% | -60.6% |
| 5Y | -53.1% | +75.2% | -128.3% | -76.4% |
| 10Y | -14.2% | +311.1% | -325.3% | -83.7% |
| All | +166.9% | +645.3% | -478.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling