+97.6%
GDXJ vs ZTS
+162.3%
-64.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | +4.3% | -4.8% | +9.1% | +5.2% |
| 30D | +8.4% | +1.2% | +7.2% | +8.1% |
| 3M | +25.5% | -6.0% | +31.5% | +26.3% |
| 6M | -6.3% | -38.7% | +32.4% | +1.9% |
| YTD | +12.1% | -40.6% | +52.7% | +22.7% |
| 1Y | +51.1% | -50.6% | +101.6% | +71.2% |
| 3Y | +296.1% | -58.7% | +354.8% | +360.8% |
| 5Y | +228.1% | -62.8% | +290.9% | +281.8% |
| 10Y | +211.8% | +56.2% | +155.6% | +216.4% |
| All | +97.6% | +162.3% | -64.8% | +96.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling