+51.2%
ZM vs GLDM
+111.5%
-60.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.8% |
| 7D | -0.3% | +5.0% | -5.3% | -0.8% |
| 30D | -6.2% | -1.3% | -4.9% | -6.1% |
| 3M | -12.2% | -4.7% | -7.5% | -11.8% |
| 6M | -16.0% | -12.4% | -3.6% | -15.2% |
| YTD | +6.3% | -4.1% | +10.3% | +6.2% |
| 1Y | +12.3% | +3.3% | +8.9% | +11.5% |
| 3Y | +51.2% | +110.9% | -59.7% | +19.1% |
| All | +51.2% | +111.5% | -60.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling