+220.4%
GDXJ vs ZETA
+332.4%
-112.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -2.8% | -3.7% | +0.9% | -2.4% |
| 30D | +5.0% | +5.7% | -0.8% | +4.2% |
| 3M | +24.1% | +50.4% | -26.4% | +18.2% |
| 6M | -7.4% | +65.5% | -72.8% | -12.9% |
| YTD | +10.2% | +48.3% | -38.1% | +4.4% |
| 1Y | +42.5% | +45.4% | -2.8% | +34.7% |
| 3Y | +285.7% | +270.8% | +15.0% | +208.4% |
| All | +220.4% | +332.4% | -112.0% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling