+6.7%
ZTS vs GLDM
+212.7%
-206.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -7.4% | -2.0% | -5.5% | -7.2% |
| 30D | +9.9% | -4.4% | +14.3% | +10.4% |
| 3M | +10.3% | -8.8% | +19.2% | +11.3% |
| 6M | +9.2% | -15.9% | +25.1% | +11.3% |
| YTD | -32.9% | -7.7% | -25.2% | -32.9% |
| 1Y | -29.7% | -3.6% | -26.1% | -30.3% |
| 3Y | -49.0% | +105.2% | -154.2% | -56.5% |
| 5Y | -59.3% | +112.8% | -172.1% | -66.1% |
| All | +6.7% | +212.7% | -206.0% | -7.7% |
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 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