+440.3%
ZS vs GLDM
+212.7%
+227.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -13.7% | -2.0% | -11.7% | -13.4% |
| 30D | -14.2% | -4.4% | -9.7% | -13.6% |
| 3M | +8.5% | -8.8% | +17.4% | +9.8% |
| 6M | +30.2% | -15.9% | +46.1% | +33.0% |
| YTD | -13.8% | -7.7% | -6.2% | -14.7% |
| 1Y | -41.5% | -3.6% | -37.9% | -42.7% |
| 3Y | +10.7% | +105.2% | -94.5% | -11.2% |
| 5Y | -43.6% | +112.8% | -156.4% | -56.2% |
| All | +440.3% | +212.7% | +227.5% | +400.7% |
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