+10.3%
GLXY vs TECK
+96.9%
-86.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.8% | -5.5% |
| 7D | +4.5% | +4.9% | -0.3% | +1.4% |
| 30D | +28.8% | +5.2% | +23.7% | +24.8% |
| 3M | -23.0% | +13.8% | -36.8% | -29.4% |
| 6M | +17.0% | +38.5% | -21.5% | -4.6% |
| YTD | +12.5% | +47.3% | -34.9% | -11.5% |
| 1Y | -5.4% | +81.0% | -86.4% | -33.0% |
| All | +10.3% | +96.9% | -86.6% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling