+632.4%
GEV vs TECK
+58.0%
+574.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +1.6% | -3.8% | +5.5% | +3.5% |
| 30D | -7.9% | +0.7% | -8.7% | -8.5% |
| 3M | +5.6% | +4.6% | +1.0% | +2.9% |
| 6M | +13.1% | +25.1% | -12.1% | +0.9% |
| YTD | +46.7% | +39.2% | +7.6% | +23.8% |
| 1Y | +51.3% | +60.3% | -9.0% | +18.5% |
| All | +632.4% | +58.0% | +574.5% | +456.2% |
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