+245.2%
GDX vs ZCMD
-100.0%
+345.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.4% |
| 7D | -5.4% | -2.0% | -3.3% | -5.3% |
| 30D | +6.6% | -19.8% | +26.4% | +7.0% |
| 3M | +30.1% | -62.1% | +92.2% | +28.1% |
| 6M | -7.1% | -99.5% | +92.4% | -0.7% |
| YTD | +12.0% | -99.7% | +111.7% | +21.9% |
| 1Y | +41.2% | -99.9% | +141.1% | +57.2% |
| 3Y | +251.0% | -100.0% | +351.0% | +321.6% |
| 5Y | +226.7% | -100.0% | +326.7% | +294.6% |
| All | +245.2% | -100.0% | +345.2% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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