+222.0%
GLDM vs TECK
+165.3%
+56.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +1.4% |
| 7D | +1.9% | -6.0% | +7.9% | +2.4% |
| 30D | -1.7% | -10.7% | +9.0% | -0.8% |
| 3M | -3.5% | -9.2% | +5.6% | -2.9% |
| 6M | -10.1% | +3.9% | -14.0% | -10.4% |
| YTD | -5.0% | +25.7% | -30.7% | -6.5% |
| 1Y | +2.8% | +44.3% | -41.5% | +0.5% |
| 3Y | +105.1% | +65.7% | +39.4% | +98.5% |
| 5Y | +124.3% | +136.6% | -12.3% | +114.8% |
| All | +222.0% | +165.3% | +56.7% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling