+2.1%
GLDM vs TECK
+43.4%
-41.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +4.7% | -0.2% | +4.9% | +4.5% |
| 30D | -0.9% | -7.5% | +6.7% | +1.5% |
| 3M | -4.3% | -8.4% | +4.1% | -2.0% |
| 6M | -13.4% | -2.2% | -11.2% | -14.0% |
| YTD | -5.8% | +26.8% | -32.6% | -13.1% |
| 1Y | +2.1% | +46.5% | -44.5% | -8.2% |
| All | +2.1% | +43.4% | -41.4% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling