+84.4%
TSM vs GDX
+55.3%
+29.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +3.6% | +18.6% | -15.0% | -2.2% |
| 3M | -3.4% | +14.9% | -18.3% | -8.4% |
| 6M | +20.6% | -6.3% | +26.9% | +19.6% |
| YTD | +41.9% | +15.7% | +26.1% | +32.0% |
| 1Y | +84.4% | +54.8% | +29.5% | +60.8% |
| All | +84.4% | +55.3% | +29.0% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling