+233.6%
GDX vs ZS
-40.8%
+274.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | +1.9% | -3.8% | +5.7% | +2.2% |
| 30D | +9.9% | -6.0% | +15.9% | +10.4% |
| 3M | +28.2% | +32.0% | -3.8% | +24.7% |
| 6M | -2.9% | +2.1% | -5.0% | -4.3% |
| YTD | +16.0% | -26.2% | +42.1% | +18.0% |
| 1Y | +49.9% | -41.2% | +91.0% | +56.0% |
| 3Y | +263.6% | +3.3% | +260.2% | +250.8% |
| 5Y | +233.6% | -40.7% | +274.3% | +214.2% |
| All | +233.6% | -40.8% | +274.3% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling