-40.0%
ZS vs GLDM
+143.3%
-183.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +5.0% | +4.4% | +0.6% | +4.6% |
| 3M | +25.5% | -1.1% | +26.6% | +25.6% |
| 6M | +8.7% | -13.7% | +22.4% | +10.2% |
| YTD | -24.5% | +2.8% | -27.3% | -26.6% |
| 1Y | -36.7% | +24.8% | -61.5% | -41.8% |
| 3Y | +7.2% | +127.8% | -120.6% | -17.3% |
| All | -40.0% | +143.3% | -183.3% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling