+24.8%
GDX vs ZBRA
+25.3%
-0.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.9% |
| 7D | +0.8% | -13.6% | +14.3% | +2.8% |
| 30D | -3.2% | -11.5% | +8.3% | -1.6% |
| 3M | +8.6% | -9.9% | +18.4% | +10.1% |
| 6M | -1.2% | +48.6% | -49.8% | -5.5% |
| YTD | -1.4% | +36.9% | -38.3% | -8.9% |
| 1Y | +24.8% | +27.7% | -2.9% | +18.6% |
| All | +24.8% | +25.3% | -0.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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