+407.0%
TSM vs GDXJ
+297.3%
+109.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.2% |
| 7D | +4.8% | +0.9% | +3.8% | +4.5% |
| 30D | +4.0% | +8.8% | -4.8% | +1.5% |
| 3M | +2.0% | +29.8% | -27.9% | -5.5% |
| 6M | +25.5% | -5.8% | +31.3% | +24.8% |
| YTD | +44.0% | +13.6% | +30.4% | +36.2% |
| 1Y | +75.4% | +54.5% | +21.0% | +53.8% |
| All | +407.0% | +297.3% | +109.7% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling