+24.8%
GDX vs TSEM
+79.9%
-55.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -8.7% | +17.8% | +10.3% |
| 7D | +0.8% | -23.1% | +23.9% | +4.6% |
| 30D | -3.2% | -40.4% | +37.1% | +4.0% |
| 3M | +8.6% | -37.9% | +46.4% | +15.1% |
| 6M | -1.2% | -30.8% | +29.6% | +1.2% |
| YTD | -1.4% | +26.7% | -28.1% | -9.9% |
| 1Y | +24.8% | +80.5% | -55.7% | -1.2% |
| All | +24.8% | +79.9% | -55.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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