+150.7%
GDX vs TECK
+130.0%
+20.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -6.8% | -0.4% | -6.4% | -6.6% |
| 30D | -2.1% | -7.1% | +5.0% | +1.1% |
| 3M | -7.5% | -5.5% | -2.0% | -5.1% |
| 6M | -15.2% | -9.7% | -5.5% | -11.2% |
| YTD | -4.8% | +26.3% | -31.1% | -12.6% |
| 1Y | +6.7% | +44.4% | -37.6% | -6.9% |
| 3Y | +212.7% | +70.1% | +142.7% | +150.8% |
| All | +150.7% | +130.0% | +20.7% | +73.1% |
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