+3.0%
GD vs TECK
+3.3%
-0.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.7% | -2.1% |
| 7D | -3.9% | -6.0% | +2.1% | -3.7% |
| 30D | +8.1% | -10.7% | +18.8% | +8.5% |
| 3M | -6.8% | -9.2% | +2.4% | -6.5% |
| 6M | +3.0% | +3.9% | -0.9% | +2.1% |
| All | +3.0% | +3.3% | -0.3% | +2.1% |
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