+77.5%
GDXJ vs TSEM
+1,365.5%
-1,288.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | +4.3% | +10.4% | -6.1% | +2.7% |
| 30D | +8.4% | -12.9% | +21.4% | +10.4% |
| 3M | +25.5% | -9.2% | +34.7% | +25.5% |
| 6M | -6.3% | +98.8% | -105.1% | -17.6% |
| YTD | +12.1% | +87.2% | -75.1% | -0.9% |
| 1Y | +51.1% | +239.0% | -187.9% | +22.3% |
| 3Y | +296.1% | +679.5% | -383.4% | +179.0% |
| 5Y | +228.1% | +667.3% | -439.2% | +128.1% |
| 10Y | +211.8% | +1,301.0% | -1,089.2% | +93.0% |
| All | +77.5% | +1,365.5% | -1,288.0% | -0.4% |
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