-55.2%
GLXY vs TECK
+59.3%
-114.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.3% | -21.3% | -20.2% |
| 7D | -26.8% | +2.3% | -29.1% | -28.7% |
| 30D | -38.3% | -5.0% | -33.3% | -36.0% |
| 3M | -36.9% | -0.3% | -36.6% | -36.8% |
| 6M | -52.1% | +13.9% | -66.0% | -56.0% |
| YTD | -37.5% | +35.2% | -72.7% | -49.6% |
| 1Y | -55.2% | +57.5% | -112.7% | -68.9% |
| All | -55.2% | +59.3% | -114.5% | -68.9% |
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