+1,262.3%
GD vs TECK
+1,872.0%
-609.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.7% | -1.4% |
| 7D | -3.9% | -6.0% | +2.1% | -3.2% |
| 30D | +8.1% | -10.7% | +18.8% | +9.6% |
| 3M | -6.8% | -9.2% | +2.4% | -5.9% |
| 6M | +3.0% | +3.9% | -0.9% | +1.5% |
| YTD | +7.8% | +25.7% | -17.9% | +2.8% |
| 1Y | +5.8% | +44.3% | -38.5% | -1.1% |
| 3Y | +55.3% | +65.7% | -10.4% | +39.3% |
| 5Y | +96.7% | +136.6% | -39.9% | +63.2% |
| 10Y | +195.4% | +221.4% | -26.0% | +117.0% |
| All | +1,262.3% | +1,872.0% | -609.7% | +754.7% |
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 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