+451.0%
ZS vs GLDM
+219.1%
+232.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.9% |
| 7D | -16.9% | +4.7% | -21.5% | -17.4% |
| 30D | -7.4% | -0.9% | -6.6% | -7.3% |
| 3M | +21.6% | -4.3% | +25.9% | +22.2% |
| 6M | +42.4% | -13.4% | +55.8% | +44.9% |
| YTD | -12.1% | -5.8% | -6.3% | -13.2% |
| 1Y | -37.8% | +2.1% | -39.9% | -39.8% |
| 3Y | +20.9% | +105.0% | -84.1% | -2.8% |
| 5Y | -41.6% | +122.5% | -164.1% | -55.1% |
| All | +451.0% | +219.1% | +232.0% | +409.3% |
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