+59.7%
GDXJ vs ZCMD
-99.9%
+159.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.4% |
| 7D | +0.2% | -8.0% | +8.2% | +0.4% |
| 30D | +17.9% | -27.9% | +45.8% | +18.6% |
| 3M | +15.3% | -74.6% | +89.9% | +15.3% |
| 6M | -9.4% | -99.5% | +90.0% | -7.4% |
| YTD | +13.4% | -99.7% | +113.1% | +17.3% |
| 1Y | +59.7% | -99.9% | +159.5% | +72.8% |
| All | +59.7% | -99.9% | +159.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling