+281.7%
GDXJ vs TSEM
+633.2%
-351.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.3% |
| 7D | -6.2% | +0.9% | -7.1% | -6.4% |
| 30D | +4.6% | -16.6% | +21.3% | +7.6% |
| 3M | +31.3% | -10.9% | +42.2% | +31.4% |
| 6M | -10.7% | +78.0% | -88.7% | -21.6% |
| YTD | +9.1% | +77.2% | -68.1% | -4.7% |
| 1Y | +44.1% | +207.6% | -163.4% | +13.8% |
| All | +281.7% | +633.2% | -351.5% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling