-5.8%
GDXJ vs TECK
+44.6%
-50.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +3.3% |
| 7D | +0.9% | +4.9% | -3.9% | -3.6% |
| 30D | +8.8% | +5.2% | +3.6% | +3.8% |
| 3M | +29.8% | +13.8% | +16.1% | +15.6% |
| 6M | -5.8% | +38.5% | -44.3% | -32.4% |
| All | -5.8% | +44.6% | -50.4% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling