+59.7%
GDXJ vs ZTS
-49.3%
+109.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +0.2% | -2.0% | +2.2% | +0.2% |
| 30D | +17.9% | +1.9% | +15.9% | +17.6% |
| 3M | +15.3% | -4.0% | +19.3% | +15.6% |
| 6M | -9.4% | -39.1% | +29.7% | 0.0% |
| YTD | +13.4% | -38.8% | +52.2% | +25.9% |
| 1Y | +59.7% | -49.6% | +109.2% | +83.1% |
| All | +59.7% | -49.3% | +109.0% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling