+99.9%
GDXJ vs ZTS
+170.4%
-70.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | +17.9% | +1.9% | +15.9% | +17.2% |
| 3M | +15.3% | -4.0% | +19.3% | +15.6% |
| 6M | -9.4% | -39.1% | +29.7% | -1.2% |
| YTD | +13.4% | -38.8% | +52.2% | +23.5% |
| 1Y | +59.7% | -49.6% | +109.2% | +80.3% |
| 3Y | +283.6% | -59.0% | +342.5% | +347.2% |
| 5Y | +217.6% | -61.8% | +279.4% | +267.7% |
| 10Y | +225.7% | +61.4% | +164.2% | +228.7% |
| All | +99.9% | +170.4% | -70.5% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling