-59.3%
ZTS vs GLDM
+107.5%
-166.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | +1.0% | -5.5% | +6.5% | +1.5% |
| 30D | +12.4% | -7.0% | +19.4% | +12.9% |
| 3M | +13.6% | -12.3% | +25.9% | +14.5% |
| 6M | +9.3% | -17.9% | +27.2% | +11.0% |
| YTD | -32.6% | -10.3% | -22.3% | -32.6% |
| 1Y | -30.0% | -7.8% | -22.3% | -30.4% |
| 3Y | -48.7% | +99.5% | -148.2% | -55.3% |
| 5Y | -59.3% | +106.5% | -165.8% | -67.8% |
| All | -59.3% | +107.5% | -166.8% | -67.8% |
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