+259.7%
GDX vs ZTS
-59.1%
+318.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | +4.0% | -4.8% | +8.7% | +4.5% |
| 30D | +9.5% | +1.2% | +8.2% | +9.2% |
| 3M | +25.1% | -6.0% | +31.1% | +25.6% |
| 6M | -2.9% | -38.7% | +35.8% | +4.7% |
| YTD | +14.7% | -40.6% | +55.4% | +24.5% |
| 1Y | +47.4% | -50.6% | +98.0% | +65.0% |
| 3Y | +259.7% | -58.7% | +318.4% | +340.0% |
| All | +259.7% | -59.1% | +318.8% | +340.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling