+124.6%
GDX vs ZETA
+306.8%
-182.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.1% |
| 7D | -6.8% | +18.1% | -24.9% | -8.2% |
| 30D | -2.1% | +13.6% | -15.7% | -3.3% |
| 3M | -7.5% | +23.7% | -31.2% | -9.4% |
| 6M | -15.2% | +128.5% | -143.7% | -21.1% |
| YTD | -4.8% | +80.1% | -84.9% | -10.3% |
| 1Y | +6.7% | +98.0% | -91.3% | -0.2% |
| 3Y | +212.7% | +348.6% | -135.9% | +161.8% |
| 5Y | +151.7% | +286.6% | -135.0% | +103.4% |
| All | +124.6% | +306.8% | -182.1% | +86.1% |
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