+319.2%
GDX vs ZTS
+75.1%
+244.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.5% | -0.6% | +12.1% | +11.5% |
| 30D | -3.1% | +11.0% | -14.1% | -4.9% |
| 3M | -4.4% | +10.9% | -15.4% | -6.3% |
| 6M | -8.6% | +0.9% | -9.5% | -9.3% |
| YTD | +0.8% | -33.0% | +33.8% | +7.7% |
| 1Y | +14.7% | -29.6% | +44.3% | +21.2% |
| 3Y | +228.8% | -49.0% | +277.8% | +265.8% |
| 5Y | +173.4% | -59.5% | +232.9% | +208.9% |
| 10Y | +319.2% | +77.0% | +242.2% | +338.3% |
| All | +319.2% | +75.1% | +244.1% | +338.3% |
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