+214.2%
GDX vs TECK
+224.2%
-10.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | +18.6% | +4.6% | +14.0% | +17.2% |
| 3M | +14.9% | +2.8% | +12.0% | +14.2% |
| 6M | -6.3% | +24.9% | -31.1% | -11.8% |
| YTD | +15.7% | +44.7% | -29.0% | +4.3% |
| 1Y | +54.8% | +112.0% | -57.1% | +24.5% |
| 3Y | +253.4% | +67.6% | +185.9% | +197.3% |
| 5Y | +219.7% | +200.3% | +19.3% | +118.6% |
| 10Y | +300.2% | +358.2% | -58.0% | +100.3% |
| All | +214.2% | +224.2% | -10.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling