+59.7%
GDXJ vs ZM
+21.7%
+38.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.7% | -2.6% |
| 7D | +0.2% | +2.9% | -2.8% | +0.1% |
| 30D | +17.9% | +0.7% | +17.2% | +17.7% |
| 3M | +15.3% | -3.7% | +19.0% | +15.5% |
| 6M | -9.4% | +29.9% | -39.3% | -10.4% |
| YTD | +13.4% | +17.4% | -4.0% | +13.2% |
| 1Y | +59.7% | +22.4% | +37.3% | +62.9% |
| All | +59.7% | +21.7% | +38.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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