+204.7%
GLDM vs TECK
+166.5%
+38.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -5.5% | -7.1% | +1.7% | -4.9% |
| 3M | -10.9% | -5.5% | -5.4% | -10.5% |
| 6M | -17.3% | -9.7% | -7.6% | -16.9% |
| YTD | -10.2% | +26.3% | -36.4% | -11.6% |
| 1Y | -6.9% | +44.4% | -51.3% | -9.0% |
| 3Y | +98.7% | +70.1% | +28.6% | +92.1% |
| 5Y | +106.7% | +125.8% | -19.0% | +98.0% |
| All | +204.7% | +166.5% | +38.1% | +196.0% |
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