+8,141.5%
TSM vs GDX
+195.1%
+7,946.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.7% |
| 7D | -2.5% | +15.6% | -18.1% | -5.2% |
| 30D | -14.3% | +2.4% | -16.7% | -14.8% |
| 3M | -7.2% | +1.7% | -9.0% | -7.9% |
| 6M | -5.1% | -3.3% | -1.8% | -5.3% |
| YTD | +28.9% | +6.6% | +22.3% | +25.7% |
| 1Y | +37.1% | +27.0% | +10.1% | +29.4% |
| 3Y | +341.5% | +243.4% | +98.1% | +244.4% |
| 5Y | +245.7% | +194.2% | +51.5% | +172.4% |
| 10Y | +1,502.2% | +310.1% | +1,192.1% | +1,041.0% |
| All | +8,141.5% | +195.1% | +7,946.4% | +4,490.9% |
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