+193.5%
GDX vs ZCMD
-100.0%
+293.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -6.8% | -7.7% | +0.9% | -6.6% |
| 30D | -2.1% | -34.8% | +32.7% | -1.1% |
| 3M | -7.5% | -56.3% | +48.8% | -5.9% |
| 6M | -15.2% | -99.7% | +84.5% | -8.3% |
| YTD | -4.8% | -99.9% | +95.1% | +5.2% |
| 1Y | +6.7% | -99.9% | +106.6% | +19.1% |
| 3Y | +212.7% | -100.0% | +312.7% | +276.9% |
| 5Y | +151.7% | -100.0% | +251.6% | +213.4% |
| All | +193.5% | -100.0% | +293.5% | +347.5% |
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