+281.7%
GDXJ vs ZM
+33.4%
+248.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.9% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | +4.6% | -10.0% | +14.6% | +5.8% |
| 3M | +31.3% | +1.6% | +29.7% | +30.9% |
| 6M | -10.7% | +25.0% | -35.7% | -14.2% |
| YTD | +9.1% | +10.6% | -1.6% | +6.5% |
| 1Y | +44.1% | +14.0% | +30.2% | +39.7% |
| All | +281.7% | +33.4% | +248.3% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling