+315.1%
GDX vs ZM
+53.5%
+261.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.4% |
| 7D | -6.8% | +11.0% | -17.8% | -7.6% |
| 30D | -2.1% | +5.6% | -7.8% | -2.6% |
| 3M | -7.5% | -9.1% | +1.6% | -7.0% |
| 6M | -15.2% | -2.6% | -12.6% | -15.2% |
| YTD | -4.8% | +15.7% | -20.5% | -6.5% |
| 1Y | +6.7% | +18.8% | -12.0% | +4.6% |
| 3Y | +212.7% | +62.2% | +150.6% | +197.1% |
| 5Y | +151.7% | -60.9% | +212.5% | +153.2% |
| All | +315.1% | +53.5% | +261.6% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling