+233.6%
GDX vs TECK
+213.6%
+19.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +2.0% |
| 7D | +1.9% | +4.9% | -3.0% | -0.2% |
| 30D | +9.9% | +5.2% | +4.7% | +7.7% |
| 3M | +28.2% | +13.8% | +14.4% | +21.5% |
| 6M | -2.9% | +38.5% | -41.4% | -14.4% |
| YTD | +16.0% | +47.3% | -31.4% | +0.2% |
| 1Y | +49.9% | +81.0% | -31.1% | +20.2% |
| 3Y | +263.6% | +79.9% | +183.7% | +184.0% |
| 5Y | +233.6% | +207.9% | +25.7% | +129.7% |
| All | +233.6% | +213.6% | +19.9% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling