+40.2%
GDX vs TECK
+66.9%
-26.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -2.2% | -3.8% | +1.7% | +0.3% |
| 30D | +6.8% | +0.7% | +6.0% | +6.1% |
| 3M | +24.9% | +4.6% | +20.3% | +20.7% |
| 6M | -4.2% | +25.1% | -29.3% | -18.0% |
| YTD | +13.2% | +39.2% | -26.0% | -7.4% |
| 1Y | +40.2% | +60.3% | -20.1% | +7.8% |
| All | +40.2% | +66.9% | -26.7% | +7.8% |
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