+1,253.6%
GD vs TECK
+1,890.1%
-636.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -5.0% | -0.2% | -4.7% | -5.0% |
| 30D | +8.9% | -7.5% | +16.5% | +9.9% |
| 3M | -8.0% | -8.4% | +0.4% | -7.3% |
| 6M | +2.9% | -2.2% | +5.1% | +2.4% |
| YTD | +7.1% | +26.8% | -19.7% | +2.0% |
| 1Y | +5.9% | +46.5% | -40.6% | -1.2% |
| 3Y | +53.9% | +69.0% | -15.2% | +37.6% |
| 5Y | +95.4% | +138.8% | -43.4% | +61.9% |
| 10Y | +193.5% | +224.3% | -30.9% | +115.3% |
| All | +1,253.6% | +1,890.1% | -636.5% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling