+263.6%
GDX vs Z
-32.8%
+296.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | +18.6% | -4.2% | +22.8% | +19.1% |
| 3M | +14.9% | -3.7% | +18.6% | +15.1% |
| 6M | -6.3% | -24.5% | +18.3% | -3.3% |
| YTD | +15.7% | -49.3% | +65.0% | +25.8% |
| 1Y | +54.8% | -58.7% | +113.5% | +72.7% |
| All | +263.6% | -32.8% | +296.4% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling