+173.4%
GDX vs TSEM
+306.6%
-133.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -5.0% |
| 7D | +11.5% | -9.5% | +20.9% | +12.5% |
| 30D | -3.1% | -35.5% | +32.3% | +1.9% |
| 3M | -4.4% | -41.6% | +37.1% | +1.4% |
| 6M | -8.6% | -30.1% | +21.5% | -6.6% |
| YTD | +0.8% | +25.7% | -24.9% | -4.8% |
| 1Y | +14.7% | +50.5% | -35.8% | +5.7% |
| 3Y | +228.8% | +501.7% | -272.9% | +162.5% |
| 5Y | +173.4% | +310.9% | -137.5% | +124.2% |
| All | +173.4% | +306.6% | -133.2% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling