+173.7%
GDX vs ZETA
+237.6%
-63.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +9.9% | +10.5% | -0.5% | +8.9% |
| 3M | +28.2% | +44.3% | -16.1% | +24.1% |
| 6M | -2.9% | +59.4% | -62.3% | -7.1% |
| YTD | +16.0% | +49.5% | -33.5% | +11.2% |
| 1Y | +49.9% | +62.7% | -12.8% | +42.3% |
| 3Y | +263.6% | +274.6% | -11.1% | +209.2% |
| 5Y | +233.6% | +349.3% | -115.8% | +168.6% |
| All | +173.7% | +237.6% | -63.9% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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