+227.7%
GDX vs TSEM
+657.2%
-429.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.7% |
| 7D | +4.0% | +10.4% | -6.5% | +2.7% |
| 30D | +9.5% | -12.9% | +22.4% | +11.1% |
| 3M | +25.1% | -9.2% | +34.3% | +24.9% |
| 6M | -2.9% | +98.8% | -101.7% | -12.5% |
| YTD | +14.7% | +87.2% | -72.5% | +3.9% |
| 1Y | +47.4% | +239.0% | -191.5% | +24.9% |
| 3Y | +259.7% | +679.5% | -419.8% | +179.3% |
| 5Y | +227.7% | +667.3% | -439.6% | +160.5% |
| All | +227.7% | +657.2% | -429.6% | +160.5% |
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 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