+24.8%
GDX vs ZS
-31.8%
+56.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.0% |
| 7D | +0.8% | -12.3% | +13.0% | +0.6% |
| 30D | -3.2% | +11.2% | -14.5% | -3.0% |
| 3M | +8.6% | +37.5% | -28.9% | +9.2% |
| 6M | -1.2% | +57.8% | -59.1% | +1.9% |
| YTD | -1.4% | -0.2% | -1.2% | +3.5% |
| 1Y | +24.8% | -31.6% | +56.4% | +31.1% |
| All | +24.8% | -31.8% | +56.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling