+248.5%
GLDM vs TECK
+205.6%
+42.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.0% |
| 3M | -1.1% | +2.8% | -3.9% | -1.4% |
| 6M | -13.7% | +24.9% | -38.6% | -15.2% |
| YTD | +2.8% | +44.7% | -42.0% | +0.2% |
| 1Y | +24.8% | +112.0% | -87.1% | +19.3% |
| 3Y | +127.8% | +67.6% | +60.2% | +119.1% |
| 5Y | +141.1% | +200.3% | -59.2% | +128.2% |
| All | +248.5% | +205.6% | +42.9% | +235.3% |
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 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