+259.7%
GDX vs ZS
+0.9%
+258.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.5% |
| 7D | +4.0% | -9.2% | +13.2% | +4.7% |
| 30D | +9.5% | -4.0% | +13.5% | +9.7% |
| 3M | +25.1% | +25.3% | -0.2% | +22.5% |
| 6M | -2.9% | -1.3% | -1.6% | -3.5% |
| YTD | +14.7% | -28.0% | +42.7% | +18.9% |
| 1Y | +47.4% | -42.5% | +89.9% | +57.3% |
| 3Y | +259.7% | +0.7% | +259.0% | +241.0% |
| All | +259.7% | +0.9% | +258.8% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling