+326.3%
GDX vs TECK
+198.5%
+127.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -6.8% | -0.4% | -6.4% | -6.6% |
| 30D | -2.1% | -7.1% | +5.0% | -0.1% |
| 3M | -7.5% | -5.5% | -2.0% | -5.9% |
| 6M | -15.2% | -9.7% | -5.5% | -12.5% |
| YTD | -4.8% | +26.3% | -31.1% | -9.4% |
| 1Y | +6.7% | +44.4% | -37.6% | -1.7% |
| 3Y | +212.7% | +70.1% | +142.7% | +174.7% |
| 5Y | +151.7% | +125.8% | +25.9% | +106.4% |
| All | +326.3% | +198.5% | +127.8% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling