+214.2%
GDX vs TSEM
+815.0%
-600.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.0% | -2.9% |
| 7D | -0.4% | +6.9% | -7.3% | -1.0% |
| 30D | +18.6% | +5.3% | +13.3% | +17.9% |
| 3M | +14.9% | -14.9% | +29.8% | +15.5% |
| 6M | -6.3% | +80.0% | -86.3% | -12.0% |
| YTD | +15.7% | +89.4% | -73.6% | +8.0% |
| 1Y | +54.8% | +253.1% | -198.2% | +37.4% |
| 3Y | +253.4% | +642.1% | -388.7% | +193.0% |
| 5Y | +219.7% | +659.1% | -439.4% | +162.4% |
| 10Y | +300.2% | +1,291.4% | -991.2% | +207.5% |
| All | +214.2% | +815.0% | -600.8% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling