+259.7%
GDX vs ZM
+30.9%
+228.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +4.0% | -0.5% |
| 7D | +4.0% | +1.6% | +2.3% | +3.8% |
| 30D | +9.5% | -7.7% | +17.2% | +10.1% |
| 3M | +25.1% | -4.7% | +29.7% | +25.5% |
| 6M | -2.9% | +24.4% | -27.4% | -5.7% |
| YTD | +14.7% | +11.8% | +3.0% | +12.7% |
| 1Y | +47.4% | +13.4% | +34.1% | +44.5% |
| 3Y | +259.7% | +33.8% | +225.9% | +233.7% |
| All | +259.7% | +30.9% | +228.8% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling