+220.4%
GDXJ vs ZM
-68.2%
+288.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -5.7% | +2.9% | -2.0% |
| 30D | +5.0% | -9.1% | +14.0% | +6.3% |
| 3M | +24.1% | +3.5% | +20.5% | +23.1% |
| 6M | -7.4% | +25.7% | -33.0% | -11.5% |
| YTD | +10.2% | +10.8% | -0.5% | +7.0% |
| 1Y | +42.5% | +12.8% | +29.8% | +37.7% |
| 3Y | +285.7% | +33.1% | +252.6% | +255.7% |
| All | +220.4% | -68.2% | +288.6% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling