+47.9%
ZM vs GLDM
+222.0%
-174.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.6% |
| 7D | -0.3% | +5.0% | -5.3% | -1.5% |
| 30D | -6.2% | -1.3% | -4.9% | -5.9% |
| 3M | -12.2% | -4.7% | -7.5% | -11.2% |
| 6M | -16.0% | -12.4% | -3.6% | -13.4% |
| YTD | +6.3% | -4.1% | +10.3% | +5.5% |
| 1Y | +12.3% | +3.3% | +8.9% | +8.9% |
| 3Y | +51.2% | +110.9% | -59.7% | +9.0% |
| 5Y | -64.5% | +124.8% | -189.3% | -75.7% |
| All | +47.9% | +222.0% | -174.1% | +46.4% |
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