+285.7%
GDXJ vs TECK
+65.8%
+219.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -2.8% | -3.8% | +1.0% | -0.8% |
| 30D | +5.0% | +0.7% | +4.2% | +4.5% |
| 3M | +24.1% | +4.6% | +19.5% | +20.9% |
| 6M | -7.4% | +25.1% | -32.5% | -17.2% |
| YTD | +10.2% | +39.2% | -29.0% | -5.9% |
| 1Y | +42.5% | +60.3% | -17.8% | +14.0% |
| 3Y | +285.7% | +62.9% | +222.8% | +204.0% |
| All | +285.7% | +65.8% | +219.9% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling