+291.6%
GDX vs ZTS
+58.5%
+233.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.4% |
| 7D | -5.4% | -4.5% | -0.9% | -4.7% |
| 30D | +6.6% | -3.3% | +9.9% | +7.0% |
| 3M | +30.1% | -9.7% | +39.8% | +31.9% |
| 6M | -7.1% | -38.8% | +31.7% | +0.7% |
| YTD | +12.0% | -41.2% | +53.1% | +22.3% |
| 1Y | +41.2% | -50.3% | +91.5% | +59.0% |
| 3Y | +251.0% | -59.1% | +310.1% | +306.5% |
| 5Y | +226.7% | -62.8% | +289.5% | +275.2% |
| All | +291.6% | +58.5% | +233.2% | +311.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling