-2.7%
GFS vs TECK
+173.3%
-176.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.7% |
| 7D | +2.6% | +7.8% | -5.1% | -0.1% |
| 30D | -16.4% | +8.3% | -24.7% | -18.9% |
| 3M | -41.6% | +16.1% | -57.7% | -44.8% |
| 6M | -3.7% | +42.9% | -46.5% | -15.1% |
| YTD | +29.3% | +50.8% | -21.4% | +11.4% |
| 1Y | +37.1% | +106.1% | -68.9% | +6.0% |
| 3Y | -22.1% | +84.0% | -106.2% | -39.3% |
| All | -2.7% | +173.3% | -176.0% | -26.1% |
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