+170.0%
ZG vs SPY
+639.9%
-470.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | -0.8% | +2.6% | -3.4% | -4.1% |
| 30D | +2.9% | -2.0% | +4.8% | +5.8% |
| 3M | -16.9% | -2.8% | -14.1% | -13.5% |
| 6M | -22.6% | +2.1% | -24.7% | -24.7% |
| YTD | -55.9% | +11.5% | -67.4% | -61.7% |
| 1Y | -56.2% | +13.5% | -69.6% | -62.8% |
| 3Y | -12.8% | +77.7% | -90.5% | -58.7% |
| 5Y | -52.9% | +72.6% | -125.5% | -75.9% |
| 10Y | -13.2% | +308.2% | -321.4% | -83.4% |
| All | +170.0% | +639.9% | -470.0% | -72.3% |
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 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