+24.8%
GDX vs ZTS
-26.9%
+51.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.5% | +1.5% | +8.6% |
| 7D | +0.8% | +15.4% | -14.7% | +0.4% |
| 30D | -3.2% | +25.8% | -29.0% | -3.7% |
| 3M | +8.6% | +18.1% | -9.5% | +7.9% |
| 6M | -1.2% | -19.7% | +18.5% | +3.7% |
| YTD | -1.4% | -27.5% | +26.1% | +8.6% |
| 1Y | +24.8% | -26.7% | +51.5% | +38.0% |
| All | +24.8% | -26.9% | +51.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling