+18.6%
GLXY vs TECK
+101.5%
-82.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | -0.1% |
| 7D | +15.5% | +7.8% | +7.7% | +9.9% |
| 30D | +34.1% | +8.3% | +25.8% | +27.3% |
| 3M | -11.3% | +16.1% | -27.4% | -19.9% |
| 6M | +31.6% | +42.9% | -11.3% | +5.1% |
| YTD | +21.0% | +50.8% | -29.8% | -6.3% |
| 1Y | +11.7% | +106.1% | -94.4% | -25.9% |
| All | +18.6% | +101.5% | -82.8% | -16.9% |
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 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