-6.9%
GLDM vs TECK
+38.3%
-45.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -5.5% | -7.1% | +1.7% | -3.4% |
| 3M | -10.9% | -5.5% | -5.4% | -9.7% |
| 6M | -17.3% | -9.7% | -7.6% | -15.4% |
| YTD | -10.2% | +26.3% | -36.4% | -16.6% |
| 1Y | -6.9% | +44.4% | -51.3% | -14.8% |
| All | -6.9% | +38.3% | -45.2% | -14.8% |
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