+173.1%
GDX vs ZETA
+247.9%
-74.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.9% |
| 7D | -0.4% | +2.7% | -3.0% | -0.6% |
| 30D | +18.6% | +15.8% | +2.8% | +17.1% |
| 3M | +14.9% | +35.4% | -20.5% | +11.8% |
| 6M | -6.3% | +67.1% | -73.4% | -10.6% |
| YTD | +15.7% | +54.1% | -38.3% | +10.7% |
| 1Y | +54.8% | +67.8% | -13.0% | +46.7% |
| 3Y | +253.4% | +311.4% | -58.0% | +198.4% |
| 5Y | +219.7% | +324.8% | -105.1% | +158.6% |
| All | +173.1% | +247.9% | -74.8% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling