-62.4%
ZTS vs IAU
+141.6%
-203.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.8% | +0.2% | -3.9% | -3.8% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | -10.2% | +3.3% | -13.5% | -10.4% |
| 6M | -39.4% | -14.6% | -24.8% | -38.5% |
| YTD | -40.8% | +1.9% | -42.7% | -41.4% |
| 1Y | -50.1% | +20.9% | -71.0% | -51.7% |
| 3Y | -58.9% | +127.5% | -186.4% | -64.5% |
| 5Y | -62.4% | +141.9% | -204.3% | -70.0% |
| All | -62.4% | +141.6% | -203.9% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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