-2.7%
ZTS vs GLDM
+248.1%
-250.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | +1.9% | +4.4% | -2.5% | +1.3% |
| 3M | -4.0% | -1.1% | -2.9% | -3.9% |
| 6M | -39.1% | -13.7% | -25.5% | -38.0% |
| YTD | -38.8% | +2.8% | -41.6% | -39.5% |
| 1Y | -49.6% | +24.8% | -74.4% | -51.8% |
| 3Y | -59.0% | +127.8% | -186.8% | -65.4% |
| 5Y | -61.8% | +141.1% | -202.9% | -68.7% |
| All | -2.7% | +248.1% | -250.8% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling