+216.7%
ZG vs SPY
+653.6%
-436.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -4.3% | +0.1% | -4.3% | -4.2% |
| 3M | -1.8% | +2.0% | -3.8% | -4.5% |
| 6M | -23.4% | +13.0% | -36.4% | -35.0% |
| YTD | -48.2% | +13.5% | -61.8% | -56.3% |
| 1Y | -56.3% | +20.0% | -76.3% | -65.8% |
| 3Y | -31.3% | +77.2% | -108.5% | -67.4% |
| 5Y | -63.6% | +81.9% | -145.5% | -82.6% |
| 10Y | +2.1% | +314.1% | -312.0% | -80.9% |
| All | +216.7% | +653.6% | -436.9% | -68.4% |
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