+315.3%
GDX vs TSN
-9.4%
+324.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.9% | -7.3% | +9.2% | +3.2% |
| 30D | +9.9% | -8.6% | +18.6% | +11.6% |
| 3M | +28.2% | -7.5% | +35.7% | +29.7% |
| 6M | -2.9% | -14.1% | +11.2% | -0.6% |
| YTD | +16.0% | -9.4% | +25.4% | +17.6% |
| 1Y | +49.9% | -4.1% | +54.0% | +50.2% |
| 3Y | +263.6% | +10.3% | +253.2% | +251.6% |
| 5Y | +233.6% | -19.7% | +253.3% | +239.2% |
| 10Y | +315.3% | -7.0% | +322.3% | +292.0% |
| All | +315.3% | -9.4% | +324.8% | +292.0% |
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