-61.2%
ZTS vs GLDM
+121.8%
-183.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -0.4% | +4.7% | -5.1% | -0.7% |
| 30D | +11.7% | -0.9% | +12.6% | +11.7% |
| 3M | +3.5% | -4.3% | +7.8% | +3.6% |
| 6M | -27.6% | -13.4% | -14.2% | -26.8% |
| YTD | -35.5% | -5.8% | -29.7% | -35.8% |
| 1Y | -32.1% | +2.1% | -34.1% | -33.1% |
| 3Y | -49.1% | +105.0% | -154.1% | -55.5% |
| All | -61.2% | +121.8% | -183.0% | -69.5% |
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