+1,753.6%
TSM vs GDX
+282.8%
+1,470.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | +6.0% | +4.0% | +2.1% | +5.2% |
| 30D | +4.5% | +9.5% | -5.0% | +2.6% |
| 3M | +3.1% | +25.1% | -22.0% | -1.6% |
| 6M | +30.2% | -2.9% | +33.1% | +29.7% |
| YTD | +45.2% | +14.7% | +30.5% | +40.1% |
| 1Y | +79.6% | +47.4% | +32.1% | +65.8% |
| 3Y | +411.0% | +259.7% | +151.3% | +303.8% |
| 5Y | +290.7% | +227.7% | +63.1% | +208.0% |
| 10Y | +1,753.6% | +289.0% | +1,464.6% | +1,421.6% |
| All | +1,753.6% | +282.8% | +1,470.8% | +1,421.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling