-63.8%
ZM vs GLDM
+116.0%
-179.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.5% |
| 7D | -1.0% | +2.9% | -3.9% | -1.4% |
| 30D | -7.0% | -3.9% | -3.1% | -6.5% |
| 3M | -15.2% | -8.1% | -7.1% | -14.2% |
| 6M | -16.8% | -14.7% | -2.1% | -15.0% |
| YTD | +5.4% | -6.6% | +11.9% | +5.3% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.4% |
| 3Y | +46.5% | +107.7% | -61.2% | +18.3% |
| 5Y | -63.8% | +116.5% | -180.3% | -73.1% |
| All | -63.8% | +116.0% | -179.8% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling