+7,862.0%
TSM vs GDX
+182.7%
+7,679.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.9% |
| 7D | -7.6% | +13.6% | -21.2% | -9.9% |
| 30D | -20.5% | +2.5% | -23.0% | -21.0% |
| 3M | -10.0% | +4.4% | -14.4% | -11.1% |
| 6M | -10.1% | -5.2% | -4.8% | -9.9% |
| YTD | +24.5% | +2.1% | +22.4% | +22.4% |
| 1Y | +31.2% | +24.7% | +6.5% | +24.3% |
| 3Y | +322.0% | +211.3% | +110.7% | +235.0% |
| 5Y | +245.3% | +186.7% | +58.6% | +173.4% |
| 10Y | +1,465.8% | +285.3% | +1,180.5% | +1,027.3% |
| All | +7,862.0% | +182.7% | +7,679.4% | +4,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling