+6.4%
ZTS vs GLDM
+225.0%
-218.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.5% |
| 7D | -1.0% | +5.0% | -6.0% | -1.6% |
| 30D | +10.8% | -1.3% | +12.1% | +10.9% |
| 3M | +14.1% | -4.7% | +18.8% | +14.5% |
| 6M | +0.8% | -12.4% | +13.1% | +2.3% |
| YTD | -33.1% | -4.1% | -29.0% | -33.5% |
| 1Y | -30.0% | +3.3% | -33.3% | -31.2% |
| 3Y | -49.5% | +110.9% | -160.5% | -57.1% |
| 5Y | -60.2% | +124.8% | -185.0% | -67.2% |
| All | +6.4% | +225.0% | -218.7% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling