+128.1%
GDX vs ZTS
+196.5%
-68.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -7.4% | +8.2% | +1.7% |
| 30D | -3.8% | +9.9% | -13.6% | -5.1% |
| 3M | -5.4% | +10.3% | -15.8% | -6.9% |
| 6M | -12.7% | +9.2% | -21.9% | -14.2% |
| YTD | -0.7% | -32.9% | +32.2% | +4.6% |
| 1Y | +11.9% | -29.7% | +41.6% | +16.9% |
| 3Y | +223.9% | -49.0% | +272.9% | +252.3% |
| 5Y | +163.2% | -59.3% | +222.5% | +189.3% |
| 10Y | +349.2% | +78.9% | +270.2% | +354.6% |
| All | +128.1% | +196.5% | -68.4% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling