+394.2%
GDX vs ZS
+498.3%
-104.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | +6.8% | -7.2% | +14.0% | +7.2% |
| 3M | +24.9% | +30.5% | -5.5% | +22.5% |
| 6M | -4.2% | +7.0% | -11.2% | -5.5% |
| YTD | +13.2% | -26.8% | +40.1% | +14.5% |
| 1Y | +40.2% | -42.6% | +82.8% | +44.1% |
| 3Y | +249.6% | -0.3% | +249.9% | +242.2% |
| 5Y | +230.4% | -39.2% | +269.6% | +223.5% |
| All | +394.2% | +498.3% | -104.1% | +366.7% |
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