+243.4%
GDX vs ZETA
+280.5%
-37.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | -0.1% | +4.0% |
| 7D | +15.6% | +6.2% | +9.3% | +14.9% |
| 30D | +2.4% | -2.0% | +4.5% | +2.6% |
| 3M | +1.7% | +21.7% | -20.0% | -0.2% |
| 6M | -3.3% | +89.1% | -92.5% | -8.8% |
| YTD | +6.6% | +59.3% | -52.7% | +1.4% |
| 1Y | +27.0% | +66.2% | -39.2% | +20.3% |
| 3Y | +243.4% | +297.3% | -53.9% | +154.4% |
| All | +243.4% | +280.5% | -37.1% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling