+121.8%
GLDM vs TECK
+134.3%
-12.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.7% | -0.2% | +4.9% | +4.6% |
| 30D | -0.9% | -7.5% | +6.7% | +0.2% |
| 3M | -4.3% | -8.4% | +4.1% | -3.2% |
| 6M | -13.4% | -2.2% | -11.2% | -13.5% |
| YTD | -5.8% | +26.8% | -32.6% | -8.9% |
| 1Y | +2.1% | +46.5% | -44.5% | -2.8% |
| 3Y | +105.0% | +69.0% | +36.0% | +91.0% |
| All | +121.8% | +134.3% | -12.5% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling