+169.7%
GDX vs TSEM
+553.8%
-384.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.6% | -9.1% | -2.1% |
| 7D | +0.7% | +6.8% | -6.0% | 0.0% |
| 30D | -3.8% | -26.6% | +22.9% | -1.5% |
| 3M | -5.4% | -36.3% | +30.9% | -2.4% |
| 6M | -12.7% | -30.6% | +17.9% | -11.4% |
| YTD | -0.7% | +35.3% | -36.0% | -5.1% |
| 1Y | +11.9% | +59.2% | -47.3% | +5.4% |
| 3Y | +223.9% | +547.7% | -323.8% | +171.1% |
| 5Y | +163.2% | +337.5% | -174.4% | +124.9% |
| 10Y | +349.2% | +887.4% | -538.2% | +253.7% |
| All | +169.7% | +553.8% | -384.1% | +119.1% |
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