+270.1%
TSM vs GDXJ
+125.9%
+144.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -0.7% |
| 7D | +14.8% | -4.9% | +19.8% | +16.2% |
| 30D | -8.9% | -10.0% | +1.0% | -6.8% |
| 3M | -5.3% | -16.6% | +11.4% | -1.6% |
| 6M | +2.6% | -23.3% | +25.9% | +7.8% |
| YTD | +34.5% | -12.4% | +46.9% | +35.3% |
| 1Y | +41.0% | +0.5% | +40.5% | +37.0% |
| 3Y | +333.1% | +220.5% | +112.6% | +211.4% |
| 5Y | +270.1% | +124.7% | +145.4% | +181.1% |
| All | +270.1% | +125.9% | +144.2% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling