+258.1%
GDX vs ZBRA
+33.8%
+224.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +9.9% | -8.8% | +18.7% | +11.0% |
| 3M | +28.2% | +47.2% | -19.0% | +22.4% |
| 6M | -2.9% | +61.3% | -64.2% | -8.2% |
| YTD | +16.0% | +42.0% | -26.0% | +10.2% |
| 1Y | +49.9% | +10.5% | +39.4% | +45.9% |
| All | +258.1% | +33.8% | +224.4% | +210.8% |
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