+281.7%
GDXJ vs ZS
+0.7%
+280.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.8% |
| 7D | -6.2% | -8.1% | +1.8% | -5.3% |
| 30D | +4.6% | -8.4% | +13.1% | +5.5% |
| 3M | +31.3% | +31.1% | +0.2% | +26.9% |
| 6M | -10.7% | +4.4% | -15.1% | -12.3% |
| YTD | +9.1% | -27.3% | +36.4% | +13.5% |
| 1Y | +44.1% | -41.4% | +85.5% | +55.3% |
| All | +281.7% | +0.7% | +280.9% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling