+5.8%
GLXY vs TECK
+84.5%
-78.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.3% | +0.2% |
| 7D | -8.9% | -4.2% | -4.7% | -6.2% |
| 30D | +19.9% | -0.4% | +20.2% | +20.5% |
| 3M | -20.0% | +10.1% | -30.1% | -25.0% |
| 6M | +10.5% | +26.0% | -15.5% | -4.2% |
| YTD | +7.9% | +38.0% | -30.1% | -11.3% |
| 1Y | -7.5% | +63.8% | -71.3% | -30.5% |
| All | +5.8% | +84.5% | -78.6% | -21.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling