-17.8%
GEHC vs TECK
+66.9%
-84.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -7.2% | -3.8% | -3.3% | -6.7% |
| 30D | -11.6% | +0.7% | -12.3% | -11.7% |
| 3M | -0.8% | +4.6% | -5.5% | -1.4% |
| 6M | -11.9% | +25.1% | -37.0% | -16.8% |
| YTD | -21.9% | +39.2% | -61.1% | -29.1% |
| 1Y | -17.8% | +60.3% | -78.2% | -27.9% |
| All | -17.8% | +66.9% | -84.8% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling