+330.4%
TSM vs GDX
+211.6%
+118.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | -6.8% | +13.0% | +8.1% |
| 30D | -7.3% | -2.1% | -5.2% | -7.0% |
| 3M | -7.1% | -7.5% | +0.4% | -5.8% |
| 6M | +0.2% | -15.2% | +15.4% | +3.1% |
| YTD | +32.2% | -4.8% | +37.1% | +31.0% |
| 1Y | +42.8% | +6.7% | +36.1% | +37.4% |
| 3Y | +330.4% | +212.7% | +117.7% | +219.6% |
| All | +330.4% | +211.6% | +118.8% | +219.6% |
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 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