+212.7%
GDX vs ZBH
-0.3%
+213.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -6.8% | -2.3% | -4.5% | -6.5% |
| 30D | -2.1% | +12.5% | -14.6% | -3.4% |
| 3M | -7.5% | +3.9% | -11.4% | -8.1% |
| 6M | -15.2% | +25.4% | -40.6% | -17.5% |
| YTD | -4.8% | +15.7% | -20.5% | -6.1% |
| 1Y | +6.7% | +15.2% | -8.4% | +5.4% |
| 3Y | +212.7% | +0.3% | +212.4% | +195.3% |
| All | +212.7% | -0.3% | +213.1% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling