+9.3%
GEHC vs TECK
+98.0%
-88.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | -7.6% | +4.9% | -12.5% | -8.6% |
| 30D | -10.7% | +5.2% | -15.8% | -11.7% |
| 3M | -1.2% | +13.8% | -15.0% | -4.7% |
| 6M | -13.7% | +38.5% | -52.2% | -21.1% |
| YTD | -20.4% | +47.3% | -67.8% | -28.9% |
| 1Y | -17.0% | +81.0% | -98.0% | -29.9% |
| 3Y | +0.9% | +79.9% | -78.9% | -16.4% |
| All | +9.3% | +98.0% | -88.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling