+319.2%
GDX vs Z
-19.5%
+338.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -4.8% |
| 7D | +11.5% | -6.5% | +17.9% | +12.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.3% |
| 3M | -4.4% | -14.1% | +9.7% | -3.2% |
| 6M | -8.6% | -30.1% | +21.5% | -5.6% |
| YTD | +0.8% | -57.5% | +58.4% | +9.2% |
| 1Y | +14.7% | -60.3% | +75.0% | +24.9% |
| 3Y | +228.8% | -21.0% | +249.8% | +226.4% |
| 5Y | +173.4% | -54.9% | +228.3% | +177.2% |
| 10Y | +319.2% | -16.0% | +335.3% | +314.9% |
| All | +319.2% | -19.5% | +338.7% | +314.9% |
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