+443.4%
ZS vs GLDM
+216.5%
+226.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.7% |
| 7D | -13.4% | +2.9% | -16.3% | -13.7% |
| 30D | -16.6% | -3.9% | -12.7% | -16.2% |
| 3M | +10.3% | -8.1% | +18.5% | +11.5% |
| 6M | +28.1% | -14.7% | +42.8% | +30.7% |
| YTD | -13.3% | -6.6% | -6.8% | -14.3% |
| 1Y | -40.7% | -2.1% | -38.7% | -42.1% |
| 3Y | +11.4% | +107.7% | -96.3% | -10.8% |
| 5Y | -42.2% | +116.5% | -158.7% | -55.3% |
| All | +443.4% | +216.5% | +226.9% | +402.8% |
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