+59.9%
GD vs TECK
+86.0%
-26.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | +10.9% | -7.6% | +18.6% | +11.6% |
| 3M | -6.8% | -5.9% | -0.9% | -6.5% |
| 6M | +7.0% | -2.8% | +9.9% | +6.6% |
| YTD | +11.1% | +31.8% | -20.7% | +6.2% |
| 1Y | +7.0% | +49.1% | -42.1% | +0.7% |
| 3Y | +59.9% | +83.0% | -23.1% | +43.9% |
| All | +59.9% | +86.0% | -26.0% | +43.9% |
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