+45.0%
ZM vs GLDM
+216.1%
-171.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -5.9% | +4.7% | -10.5% | -7.0% |
| 30D | -5.2% | -0.9% | -4.3% | -4.9% |
| 3M | -11.3% | -4.3% | -7.0% | -10.3% |
| 6M | -14.5% | -13.4% | -1.1% | -11.6% |
| YTD | +4.2% | -5.8% | +10.0% | +3.8% |
| 1Y | +9.3% | +2.1% | +7.3% | +6.3% |
| 3Y | +45.4% | +105.0% | -59.6% | +5.8% |
| 5Y | -66.0% | +122.5% | -188.5% | -76.7% |
| All | +45.0% | +216.1% | -171.1% | +44.2% |
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