-33.4%
GLXY vs TECK
+71.5%
-104.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.1% | -2.2% |
| 7D | +16.9% | +2.1% | +14.8% | +15.5% |
| 30D | -23.0% | -8.9% | -14.1% | -17.8% |
| 3M | -28.0% | -7.1% | -20.9% | -23.8% |
| 6M | -51.6% | -7.0% | -44.6% | -49.2% |
| YTD | -32.1% | +28.3% | -60.5% | -41.1% |
| 1Y | -51.5% | +40.6% | -92.0% | -60.0% |
| All | -33.4% | +71.5% | -104.9% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling