+215.1%
GDXJ vs ZBRA
+435.2%
-220.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.8% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | +5.0% | -7.4% | +12.4% | +6.2% |
| 3M | +24.1% | +57.5% | -33.4% | +14.7% |
| 6M | -7.4% | +64.0% | -71.3% | -15.0% |
| YTD | +10.2% | +44.3% | -34.1% | +2.5% |
| 1Y | +42.5% | +10.9% | +31.7% | +37.8% |
| 3Y | +285.7% | +37.5% | +248.2% | +250.7% |
| 5Y | +231.9% | -39.7% | +271.5% | +228.9% |
| All | +215.1% | +435.2% | -220.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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