+397.0%
TSM vs GDX
+261.9%
+135.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +3.6% | +18.6% | -15.0% | -1.3% |
| 3M | -3.4% | +14.9% | -18.3% | -7.5% |
| 6M | +20.6% | -6.3% | +26.9% | +20.3% |
| YTD | +41.9% | +15.7% | +26.1% | +34.3% |
| 1Y | +84.4% | +54.8% | +29.5% | +63.3% |
| All | +397.0% | +261.9% | +135.1% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling