+343.2%
GDXJ vs ZS
+498.3%
-155.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -2.8% | -3.1% | +0.3% | -2.5% |
| 30D | +5.0% | -7.2% | +12.2% | +5.6% |
| 3M | +24.1% | +30.5% | -6.4% | +20.4% |
| 6M | -7.4% | +7.0% | -14.3% | -9.4% |
| YTD | +10.2% | -26.8% | +37.1% | +12.0% |
| 1Y | +42.5% | -42.6% | +85.1% | +48.4% |
| 3Y | +285.7% | -0.3% | +286.0% | +272.8% |
| 5Y | +231.9% | -39.2% | +271.1% | +223.2% |
| All | +343.2% | +498.3% | -155.2% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling