+212.7%
GDX vs ZBRA
+58.5%
+154.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.5% |
| 7D | -6.8% | +0.6% | -7.4% | -6.9% |
| 30D | -2.1% | -14.0% | +11.9% | -0.3% |
| 3M | -7.5% | -14.7% | +7.1% | -5.8% |
| 6M | -15.2% | +31.3% | -46.5% | -17.9% |
| YTD | -4.8% | +33.4% | -38.2% | -8.8% |
| 1Y | +6.7% | +34.1% | -27.4% | +2.1% |
| 3Y | +212.7% | +59.9% | +152.8% | +138.0% |
| All | +212.7% | +58.5% | +154.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling