+41.2%
GDX vs ZCMD
-99.9%
+141.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | +30.1% | -62.1% | +92.2% | +29.3% |
| 6M | -7.1% | -99.5% | +92.4% | -4.3% |
| YTD | +12.0% | -99.7% | +111.7% | +16.8% |
| 1Y | +41.2% | -99.9% | +141.1% | +55.6% |
| All | +41.2% | -99.9% | +141.1% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling