+315.5%
GDX vs ZS
+599.9%
-284.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -6.8% | -2.6% | -4.2% | -6.6% |
| 30D | -2.1% | -12.8% | +10.7% | -1.4% |
| 3M | -7.5% | +2.3% | -9.8% | -8.0% |
| 6M | -15.2% | +26.3% | -41.4% | -17.3% |
| YTD | -4.8% | -14.4% | +9.6% | -5.0% |
| 1Y | +6.7% | -37.6% | +44.4% | +8.9% |
| 3Y | +212.7% | +8.0% | +204.7% | +203.7% |
| 5Y | +151.7% | -44.9% | +196.5% | +145.8% |
| All | +315.5% | +599.9% | -284.4% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling