+233.3%
GDXJ vs ZCMD
-100.0%
+333.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.2% |
| 7D | +0.9% | -4.1% | +5.1% | +1.1% |
| 30D | +8.8% | -22.7% | +31.5% | +9.5% |
| 3M | +29.8% | -62.5% | +92.3% | +27.5% |
| 6M | -5.8% | -99.5% | +93.6% | +1.7% |
| YTD | +13.6% | -99.7% | +113.3% | +25.5% |
| 1Y | +54.5% | -99.9% | +154.4% | +75.7% |
| 3Y | +301.4% | -100.0% | +401.4% | +399.2% |
| 5Y | +236.3% | -100.0% | +336.3% | +320.5% |
| All | +233.3% | -100.0% | +333.3% | +437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling