+281.7%
GDXJ vs ZETA
+274.1%
+7.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | -6.2% | -6.5% | +0.3% | -5.5% |
| 30D | +4.6% | +4.8% | -0.2% | +4.0% |
| 3M | +31.3% | +53.3% | -22.1% | +24.9% |
| 6M | -10.7% | +66.8% | -77.5% | -16.0% |
| YTD | +9.1% | +50.2% | -41.1% | +3.2% |
| 1Y | +44.1% | +62.0% | -17.9% | +35.0% |
| All | +281.7% | +274.1% | +7.6% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 3y: compounded portfolio wealth divided by compounded ZETA 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…
3y analysis · Full analysis span regression · 6 months rolling