+58.2%
ZM vs GLDM
+209.8%
-151.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.1% | +8.2% |
| 7D | +6.8% | -2.0% | +8.7% | +7.3% |
| 30D | +0.1% | -4.4% | +4.6% | +1.2% |
| 3M | -7.5% | -8.8% | +1.3% | -5.5% |
| 6M | -8.4% | -15.9% | +7.4% | -4.7% |
| YTD | +13.7% | -7.7% | +21.3% | +13.9% |
| 1Y | +15.9% | -3.6% | +19.5% | +14.5% |
| 3Y | +58.0% | +105.2% | -47.2% | +14.5% |
| 5Y | -60.4% | +112.8% | -173.2% | -72.4% |
| All | +58.2% | +209.8% | -151.6% | +58.0% |
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