+194.2%
GDX vs ZETA
+217.2%
-23.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| YTD | +6.6% | +59.3% | -52.7% | +1.4% |
| 1Y | +27.0% | +66.2% | -39.2% | +20.2% |
| 3Y | +243.4% | +297.3% | -53.9% | +186.6% |
| 5Y | +194.2% | +227.5% | -33.3% | +134.1% |
| All | +194.2% | +217.2% | -23.0% | +134.1% |
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 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