+177.4%
GD vs TECK
+221.5%
-44.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +1.2% |
| 7D | -3.0% | +3.1% | -6.1% | -3.6% |
| 30D | +9.3% | -5.0% | +14.3% | +10.0% |
| 3M | -7.2% | -2.6% | -4.6% | -7.2% |
| 6M | +5.5% | 0.0% | +5.5% | +4.4% |
| YTD | +9.5% | +35.6% | -26.2% | +2.2% |
| 1Y | +6.4% | +58.1% | -51.7% | -3.3% |
| 3Y | +59.8% | +93.3% | -33.5% | +36.2% |
| 5Y | +98.0% | +153.7% | -55.7% | +54.3% |
| 10Y | +177.4% | +226.7% | -49.3% | +82.2% |
| All | +177.4% | +221.5% | -44.2% | +82.2% |
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