+215.1%
GDXJ vs TSEM
+1,313.0%
-1,097.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -2.8% | -4.9% | +2.1% | -2.0% |
| 30D | +5.0% | -18.7% | +23.7% | +8.4% |
| 3M | +24.1% | -18.1% | +42.2% | +26.2% |
| 6M | -7.4% | +77.1% | -84.4% | -18.6% |
| YTD | +10.2% | +80.1% | -69.9% | -4.1% |
| 1Y | +42.5% | +220.4% | -177.8% | +12.1% |
| 3Y | +285.7% | +650.1% | -364.4% | +155.9% |
| 5Y | +231.9% | +628.9% | -397.0% | +117.3% |
| All | +215.1% | +1,313.0% | -1,097.9% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling