+11.4%
ZS vs GLDM
+106.4%
-95.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.9% |
| 7D | -13.4% | +2.9% | -16.3% | -13.5% |
| 30D | -16.6% | -3.9% | -12.7% | -16.4% |
| 3M | +10.3% | -8.1% | +18.5% | +10.8% |
| 6M | +28.1% | -14.7% | +42.8% | +28.6% |
| YTD | -13.3% | -6.6% | -6.8% | -15.5% |
| 1Y | -40.7% | -2.1% | -38.7% | -42.9% |
| 3Y | +11.4% | +107.7% | -96.3% | -12.7% |
| All | +11.4% | +106.4% | -95.1% | -12.7% |
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 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