+215.1%
GDXJ vs TECK
+377.7%
-162.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | -2.8% | -3.8% | +1.0% | -1.6% |
| 30D | +5.0% | +0.7% | +4.2% | +4.8% |
| 3M | +24.1% | +4.6% | +19.5% | +22.4% |
| 6M | -7.4% | +25.1% | -32.5% | -13.1% |
| YTD | +10.2% | +39.2% | -29.0% | +0.3% |
| 1Y | +42.5% | +60.3% | -17.8% | +24.3% |
| 3Y | +285.7% | +62.9% | +222.8% | +228.7% |
| 5Y | +231.9% | +181.5% | +50.4% | +142.1% |
| All | +215.1% | +377.7% | -162.6% | +66.0% |
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