+289.0%
GDX vs Z
-7.0%
+295.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.2% |
| 7D | +4.0% | -3.3% | +7.2% | +4.3% |
| 30D | +9.5% | -3.7% | +13.2% | +9.8% |
| 3M | +25.1% | -7.0% | +32.1% | +25.7% |
| 6M | -2.9% | -29.5% | +26.6% | +0.3% |
| YTD | +14.7% | -52.6% | +67.3% | +23.4% |
| 1Y | +47.4% | -64.0% | +111.4% | +62.9% |
| 3Y | +259.7% | -36.4% | +296.1% | +265.2% |
| 5Y | +227.7% | -65.8% | +293.4% | +238.2% |
| 10Y | +289.0% | -5.8% | +294.8% | +251.1% |
| All | +289.0% | -7.0% | +295.9% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling