+326.3%
GDX vs Z
-16.5%
+342.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | -6.8% | +0.8% | -7.6% | -6.9% |
| 30D | -2.1% | +5.2% | -7.3% | -2.9% |
| 3M | -7.5% | -17.0% | +9.5% | -6.0% |
| 6M | -15.2% | -22.7% | +7.5% | -13.3% |
| YTD | -4.8% | -56.3% | +51.5% | +2.8% |
| 1Y | +6.7% | -57.7% | +64.4% | +15.6% |
| 3Y | +212.7% | -16.5% | +229.3% | +208.6% |
| 5Y | +151.7% | -53.4% | +205.1% | +154.4% |
| All | +326.3% | -16.5% | +342.7% | +309.4% |
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