+79.8%
GDXJ vs TECK
+180.6%
-100.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | +0.9% | +4.9% | -3.9% | -0.8% |
| 30D | +8.8% | +5.2% | +3.6% | +6.9% |
| 3M | +29.8% | +13.8% | +16.1% | +24.3% |
| 6M | -5.8% | +38.5% | -44.3% | -15.3% |
| YTD | +13.6% | +47.3% | -33.7% | +0.1% |
| 1Y | +54.5% | +81.0% | -26.5% | +26.9% |
| 3Y | +301.4% | +79.9% | +221.5% | +222.2% |
| 5Y | +236.3% | +207.9% | +28.5% | +118.0% |
| 10Y | +240.1% | +389.5% | -149.4% | +54.0% |
| All | +79.8% | +180.6% | -100.8% | -13.3% |
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