+24.8%
GDX vs TECK
+59.3%
-34.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.3% | +4.7% | +5.9% |
| 7D | +0.8% | +2.3% | -1.5% | -0.7% |
| 30D | -3.2% | -5.0% | +1.8% | +0.5% |
| 3M | +8.6% | -0.3% | +8.9% | +8.7% |
| 6M | -1.2% | +13.9% | -15.1% | -10.1% |
| YTD | -1.4% | +35.2% | -36.6% | -17.2% |
| 1Y | +24.8% | +57.5% | -32.8% | -4.5% |
| All | +24.8% | +59.3% | -34.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling