+315.3%
GDX vs TSEM
+1,283.8%
-968.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | +4.7% | -2.8% | +1.3% |
| 30D | +9.9% | -14.2% | +24.2% | +11.7% |
| 3M | +28.2% | -5.0% | +33.2% | +27.4% |
| 6M | -2.9% | +87.6% | -90.5% | -11.5% |
| YTD | +16.0% | +84.4% | -68.5% | +5.6% |
| 1Y | +49.9% | +235.4% | -185.5% | +27.7% |
| 3Y | +263.6% | +668.0% | -404.4% | +180.8% |
| 5Y | +233.6% | +644.7% | -411.2% | +156.5% |
| 10Y | +315.3% | +1,326.7% | -1,011.4% | +251.5% |
| All | +315.3% | +1,283.8% | -968.5% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling