+188.7%
GD vs TECK
+351.3%
-162.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -5.3% | -0.3% | -4.9% | -5.2% |
| 30D | -6.4% | +4.6% | -11.0% | -7.2% |
| 3M | +5.7% | +2.8% | +2.9% | +4.8% |
| 6M | -0.9% | +24.9% | -25.8% | -5.4% |
| YTD | +8.2% | +44.7% | -36.6% | +0.4% |
| 1Y | +13.4% | +112.0% | -98.6% | -1.7% |
| 3Y | +68.5% | +67.6% | +0.9% | +47.9% |
| 5Y | +97.2% | +200.3% | -103.2% | +49.9% |
| All | +188.7% | +351.3% | -162.7% | +87.7% |
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