+43.3%
ZM vs GLDM
+218.6%
-175.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -9.1% | +1.9% | -10.9% | -9.5% |
| 30D | -5.7% | -1.7% | -4.0% | -5.3% |
| 3M | -11.7% | -3.5% | -8.2% | -10.9% |
| 6M | -18.6% | -10.1% | -8.5% | -16.6% |
| YTD | +2.9% | -5.0% | +8.0% | +2.4% |
| 1Y | +6.3% | +2.8% | +3.5% | +3.2% |
| 3Y | +41.0% | +105.1% | -64.1% | +2.7% |
| 5Y | -66.4% | +124.3% | -190.7% | -77.1% |
| All | +43.3% | +218.6% | -175.4% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling