+61.0%
ZM vs GLDM
+201.5%
-140.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +11.0% | -4.6% | +15.7% | +12.3% |
| 30D | +5.6% | -5.5% | +11.1% | +7.1% |
| 3M | -9.1% | -10.9% | +1.7% | -6.6% |
| 6M | -2.6% | -17.3% | +14.8% | +1.9% |
| YTD | +15.7% | -10.2% | +25.8% | +16.6% |
| 1Y | +18.8% | -6.9% | +25.7% | +18.4% |
| 3Y | +62.2% | +98.7% | -36.5% | +18.5% |
| 5Y | -60.9% | +106.7% | -167.6% | -72.5% |
| All | +61.0% | +201.5% | -140.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling