+227.7%
GDX vs ZETA
+343.0%
-115.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | +9.5% | +15.6% | -6.1% | +8.1% |
| 3M | +25.1% | +41.5% | -16.4% | +21.3% |
| 6M | -2.9% | +63.4% | -66.4% | -7.3% |
| YTD | +14.7% | +51.3% | -36.6% | +10.0% |
| 1Y | +47.4% | +65.8% | -18.4% | +39.9% |
| 3Y | +259.7% | +279.2% | -19.5% | +206.0% |
| 5Y | +227.7% | +341.8% | -114.1% | +167.0% |
| All | +227.7% | +343.0% | -115.4% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling