+405.2%
GDX vs ZS
+517.5%
-112.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.9% |
| 7D | -0.4% | -7.8% | +7.4% | +0.1% |
| 30D | +18.6% | +5.0% | +13.6% | +18.1% |
| 3M | +14.9% | +25.5% | -10.7% | +12.9% |
| 6M | -6.3% | +8.7% | -15.0% | -7.7% |
| YTD | +15.7% | -24.5% | +40.2% | +16.8% |
| 1Y | +54.8% | -36.7% | +91.5% | +58.1% |
| 3Y | +253.4% | +7.2% | +246.2% | +244.3% |
| 5Y | +219.7% | -40.9% | +260.6% | +213.1% |
| All | +405.2% | +517.5% | -112.2% | +376.1% |
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 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