+185.9%
GDX vs ZYBT
-58.4%
+244.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.9% | -3.7% | +5.6% | +1.9% |
| 30D | +9.9% | -12.8% | +22.7% | +9.9% |
| 3M | +28.2% | +76.2% | -48.0% | +29.1% |
| 6M | -2.9% | +109.3% | -112.2% | -2.5% |
| YTD | +16.0% | +36.5% | -20.5% | +16.7% |
| 1Y | +49.9% | -84.0% | +133.9% | +51.6% |
| All | +185.9% | -58.4% | +244.2% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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