+154.2%
GDXJ vs ZETA
+241.7%
-87.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +4.6% |
| 30D | +8.4% | +15.6% | -7.1% | +6.6% |
| 3M | +25.5% | +41.5% | -16.0% | +20.4% |
| 6M | -6.3% | +63.4% | -69.8% | -11.9% |
| YTD | +12.1% | +51.3% | -39.2% | +5.9% |
| 1Y | +51.1% | +65.8% | -14.8% | +40.8% |
| 3Y | +296.1% | +279.2% | +16.9% | +215.5% |
| 5Y | +228.1% | +341.8% | -113.6% | +141.3% |
| All | +154.2% | +241.7% | -87.6% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling