+41.0%
TSM vs GDX
+7.4%
+33.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.8% |
| 7D | +14.8% | -4.6% | +19.4% | +16.2% |
| 30D | -8.9% | -6.2% | -2.7% | -7.4% |
| 3M | -5.3% | -10.0% | +4.8% | -3.0% |
| 6M | +2.6% | -15.8% | +18.3% | +6.1% |
| YTD | +34.5% | -4.6% | +39.1% | +33.2% |
| 1Y | +41.0% | +4.0% | +37.0% | +35.7% |
| All | +41.0% | +7.4% | +33.6% | +35.7% |
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