+350.7%
GDXJ vs ZS
+488.9%
-138.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.7% |
| 7D | +4.3% | -9.2% | +13.5% | +5.3% |
| 30D | +8.4% | -4.0% | +12.4% | +8.7% |
| 3M | +25.5% | +25.3% | +0.2% | +22.3% |
| 6M | -6.3% | -1.3% | -5.0% | -7.6% |
| YTD | +12.1% | -28.0% | +40.1% | +14.0% |
| 1Y | +51.1% | -42.5% | +93.5% | +57.2% |
| 3Y | +296.1% | +0.7% | +295.3% | +282.4% |
| 5Y | +228.1% | -42.3% | +270.4% | +221.0% |
| All | +350.7% | +488.9% | -138.2% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling