+215.1%
GDXJ vs ZTS
+58.7%
+156.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -2.0% |
| 30D | +5.0% | -0.8% | +5.7% | +5.0% |
| 3M | +24.1% | -9.7% | +33.8% | +26.2% |
| 6M | -7.4% | -38.4% | +31.0% | +2.5% |
| YTD | +10.2% | -41.1% | +51.3% | +23.2% |
| 1Y | +42.5% | -50.6% | +93.2% | +66.0% |
| 3Y | +285.7% | -59.1% | +344.9% | +365.2% |
| 5Y | +231.9% | -62.7% | +294.6% | +299.3% |
| All | +215.1% | +58.7% | +156.4% | +240.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling