+322.0%
TSM vs GDX
+208.9%
+113.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.8% |
| 7D | -7.6% | +13.6% | -21.2% | -10.8% |
| 30D | -20.5% | +2.5% | -23.0% | -21.2% |
| 3M | -10.0% | +4.4% | -14.4% | -11.6% |
| 6M | -10.1% | -5.2% | -4.8% | -10.1% |
| YTD | +24.5% | +2.1% | +22.4% | +21.3% |
| 1Y | +31.2% | +24.7% | +6.5% | +21.7% |
| 3Y | +322.0% | +211.3% | +110.7% | +212.7% |
| All | +322.0% | +208.9% | +113.0% | +212.7% |
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 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