+6.7%
GDX vs ZETA
+81.4%
-74.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | 0.0% |
| 7D | -6.8% | +18.1% | -24.9% | -9.4% |
| 30D | -2.1% | +13.6% | -15.7% | -4.3% |
| 3M | -7.5% | +23.7% | -31.2% | -11.1% |
| 6M | -15.2% | +128.5% | -143.7% | -26.6% |
| YTD | -4.8% | +80.1% | -84.9% | -14.1% |
| 1Y | +6.7% | +98.0% | -91.3% | -5.3% |
| All | +6.7% | +81.4% | -74.7% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling