+7.7%
GEHC vs TECK
+85.5%
-77.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.1% |
| 7D | -7.9% | -4.2% | -3.6% | -7.1% |
| 30D | -11.7% | -0.4% | -11.3% | -11.8% |
| 3M | +0.8% | +10.1% | -9.3% | -2.2% |
| 6M | -11.6% | +26.0% | -37.6% | -17.4% |
| YTD | -21.6% | +38.0% | -59.6% | -29.0% |
| 1Y | -15.3% | +63.8% | -79.1% | -26.8% |
| 3Y | -0.5% | +68.5% | -69.0% | -16.5% |
| All | +7.7% | +85.5% | -77.8% | -10.6% |
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