+1,757.2%
TSM vs GDXJ
+233.7%
+1,523.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | +2.6% | -6.2% | +8.9% | +3.8% |
| 30D | +1.4% | +4.6% | -3.2% | +0.4% |
| 3M | +5.0% | +31.3% | -26.3% | -0.7% |
| 6M | +24.0% | -10.7% | +34.6% | +25.1% |
| YTD | +41.6% | +9.1% | +32.5% | +37.5% |
| 1Y | +66.2% | +44.1% | +22.0% | +53.5% |
| 3Y | +398.2% | +285.4% | +112.8% | +285.9% |
| 5Y | +277.6% | +228.4% | +49.2% | +193.8% |
| All | +1,757.2% | +233.7% | +1,523.4% | +1,385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling