-49.1%
GLXY vs TECK
-1.2%
-47.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.3% | +11.9% | +12.0% |
| 7D | +14.3% | -1.2% | +15.5% | +15.7% |
| 30D | -19.6% | -5.7% | -13.9% | -15.1% |
| 3M | -20.7% | -3.6% | -17.1% | -17.7% |
| All | -49.1% | -1.2% | -47.9% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling