+134.5%
GDX vs ZETA
+318.9%
-184.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.6% | -9.1% | -2.1% |
| 7D | +0.7% | +18.8% | -18.0% | -0.8% |
| 30D | -3.8% | +12.6% | -16.4% | -4.8% |
| 3M | -5.4% | +29.5% | -34.9% | -7.7% |
| 6M | -12.7% | +128.6% | -141.3% | -18.9% |
| YTD | -0.7% | +85.5% | -86.1% | -6.6% |
| 1Y | +11.9% | +90.6% | -78.7% | +4.9% |
| 3Y | +223.9% | +358.0% | -134.1% | +170.6% |
| 5Y | +163.2% | +282.0% | -118.8% | +112.6% |
| All | +134.5% | +318.9% | -184.4% | +93.8% |
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