-59.7%
ZTS vs GLDM
+126.2%
-185.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.8% | -8.0% |
| 7D | +4.9% | +1.9% | +3.0% | +4.7% |
| 30D | +15.9% | -1.7% | +17.6% | +15.9% |
| 3M | +11.1% | -3.5% | +14.7% | +11.2% |
| 6M | -26.0% | -10.1% | -16.0% | -25.5% |
| YTD | -33.3% | -5.0% | -28.2% | -33.6% |
| 1Y | -30.3% | +2.8% | -33.1% | -31.3% |
| 3Y | -47.0% | +105.1% | -152.1% | -53.7% |
| 5Y | -59.7% | +124.3% | -184.0% | -68.3% |
| All | -59.7% | +126.2% | -185.9% | -68.3% |
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 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