+20.9%
ZS vs GLDM
+104.2%
-83.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.0% |
| 7D | -16.9% | +4.7% | -21.5% | -17.1% |
| 30D | -7.4% | -0.9% | -6.6% | -7.4% |
| 3M | +21.6% | -4.3% | +25.9% | +21.8% |
| 6M | +42.4% | -13.4% | +55.8% | +42.7% |
| YTD | -12.1% | -5.8% | -6.3% | -14.3% |
| 1Y | -37.8% | +2.1% | -39.9% | -40.5% |
| 3Y | +20.9% | +105.0% | -84.1% | +0.1% |
| All | +20.9% | +104.2% | -83.3% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling