+333.7%
GDX vs ZS
+604.7%
-271.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +0.7% | -13.7% | +14.4% | +1.6% |
| 30D | -3.8% | -14.2% | +10.4% | -2.9% |
| 3M | -5.4% | +8.5% | -14.0% | -6.3% |
| 6M | -12.7% | +30.2% | -42.9% | -15.1% |
| YTD | -0.7% | -13.8% | +13.2% | -0.9% |
| 1Y | +11.9% | -41.5% | +53.4% | +14.8% |
| 3Y | +223.9% | +10.7% | +213.2% | +214.1% |
| 5Y | +163.2% | -43.6% | +206.8% | +156.7% |
| All | +333.7% | +604.7% | -271.0% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling