+165.7%
GDX vs ZTS
+170.4%
-4.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +18.6% | +1.9% | +16.7% | +18.1% |
| 3M | +14.9% | -4.0% | +18.9% | +15.1% |
| 6M | -6.3% | -39.1% | +32.9% | +0.2% |
| YTD | +15.7% | -38.8% | +54.5% | +23.5% |
| 1Y | +54.8% | -49.6% | +104.4% | +69.8% |
| 3Y | +253.4% | -59.0% | +312.4% | +296.8% |
| 5Y | +219.7% | -61.8% | +281.4% | +255.2% |
| 10Y | +300.2% | +61.4% | +238.8% | +311.0% |
| All | +165.7% | +170.4% | -4.7% | +174.9% |
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