+349.2%
GDX vs TSN
+17.5%
+331.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -3.8% | +11.8% | -15.5% | -5.7% |
| 3M | -5.4% | +7.1% | -12.5% | -6.7% |
| 6M | -12.7% | -9.2% | -3.5% | -11.4% |
| YTD | -0.7% | +4.8% | -5.4% | -1.9% |
| 1Y | +11.9% | +11.6% | +0.2% | +9.2% |
| 3Y | +223.9% | +41.5% | +182.4% | +199.8% |
| 5Y | +163.2% | -15.5% | +178.7% | +164.9% |
| 10Y | +349.2% | +16.9% | +332.3% | +305.8% |
| All | +349.2% | +17.5% | +331.7% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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