+468.4%
ZS vs GLDM
+221.7%
+246.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.3% |
| 7D | -17.7% | +1.9% | -19.6% | -17.9% |
| 30D | -3.9% | -1.7% | -2.3% | -3.7% |
| 3M | +26.1% | -3.5% | +29.7% | +26.7% |
| 6M | +44.2% | -10.1% | +54.3% | +46.1% |
| YTD | -9.4% | -5.0% | -4.3% | -10.6% |
| 1Y | -37.1% | +2.8% | -39.8% | -39.1% |
| 3Y | +24.0% | +105.1% | -81.1% | -0.2% |
| 5Y | -39.8% | +124.3% | -164.1% | -53.7% |
| All | +468.4% | +221.7% | +246.7% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling