+291.6%
GDX vs ZBH
-17.1%
+308.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.1% |
| 7D | -5.4% | -6.6% | +1.2% | -4.2% |
| 30D | +6.6% | -4.9% | +11.5% | +7.5% |
| 3M | +30.1% | +5.1% | +25.0% | +28.6% |
| 6M | -7.1% | +1.3% | -8.5% | -7.6% |
| YTD | +12.0% | +3.4% | +8.6% | +10.9% |
| 1Y | +41.2% | -8.7% | +49.9% | +42.2% |
| 3Y | +251.0% | -21.2% | +272.2% | +260.9% |
| 5Y | +226.7% | -29.2% | +255.9% | +238.8% |
| All | +291.6% | -17.1% | +308.7% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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