+233.6%
GDX vs ZCMD
-100.0%
+333.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.0% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +9.9% | -22.7% | +32.6% | +10.3% |
| 3M | +28.2% | -62.5% | +90.7% | +27.2% |
| 6M | -2.9% | -99.5% | +96.6% | -0.9% |
| YTD | +16.0% | -99.7% | +115.7% | +19.1% |
| 1Y | +49.9% | -99.9% | +149.8% | +55.0% |
| 3Y | +263.6% | -100.0% | +363.6% | +276.0% |
| 5Y | +233.6% | -100.0% | +333.6% | +257.9% |
| All | +233.6% | -100.0% | +333.6% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling