+8,971.6%
TSM vs GDX
+220.3%
+8,751.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +3.6% | +18.6% | -15.0% | +0.1% |
| 3M | -3.4% | +14.9% | -18.3% | -6.2% |
| 6M | +20.6% | -6.3% | +26.9% | +21.2% |
| YTD | +41.9% | +15.7% | +26.1% | +36.6% |
| 1Y | +84.4% | +54.8% | +29.5% | +68.1% |
| 3Y | +380.2% | +253.4% | +126.8% | +272.8% |
| 5Y | +275.3% | +219.7% | +55.7% | +191.7% |
| 10Y | +1,751.4% | +300.2% | +1,451.2% | +1,223.6% |
| All | +8,971.6% | +220.3% | +8,751.3% | +4,888.8% |
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