+436.6%
ZS vs GLDM
+204.4%
+232.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.6% | -4.6% | +2.0% | -2.0% |
| 30D | -12.8% | -5.5% | -7.4% | -12.2% |
| 3M | +2.3% | -10.9% | +13.1% | +3.8% |
| 6M | +26.3% | -17.3% | +43.6% | +29.3% |
| YTD | -14.4% | -10.2% | -4.3% | -15.0% |
| 1Y | -37.6% | -6.9% | -30.7% | -38.6% |
| 3Y | +8.0% | +98.7% | -90.6% | -12.9% |
| 5Y | -44.9% | +106.7% | -151.6% | -57.1% |
| All | +436.6% | +204.4% | +232.2% | +399.1% |
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 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