+47.4%
GDX vs Z
-63.3%
+110.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.5% |
| 7D | +4.0% | -3.3% | +7.2% | +4.2% |
| 30D | +9.5% | -3.7% | +13.2% | +9.8% |
| 3M | +25.1% | -7.0% | +32.1% | +25.6% |
| 6M | -2.9% | -29.5% | +26.6% | -1.6% |
| YTD | +14.7% | -52.6% | +67.3% | +19.1% |
| 1Y | +47.4% | -64.0% | +111.4% | +46.5% |
| All | +47.4% | -63.3% | +110.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling