+104.1%
GLDM vs TECK
+84.1%
+20.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -2.0% | -1.2% | -0.7% | -1.8% |
| 30D | -4.4% | -5.7% | +1.3% | -3.4% |
| 3M | -8.8% | -3.6% | -5.2% | -8.4% |
| 6M | -15.9% | -2.2% | -13.7% | -16.1% |
| YTD | -7.7% | +33.6% | -41.2% | -12.9% |
| 1Y | -3.6% | +49.0% | -52.6% | -10.4% |
| All | +104.1% | +84.1% | +20.0% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling