-12.3%
GFS vs TECK
+146.0%
-158.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.1% | +2.4% |
| 7D | -3.1% | +3.1% | -6.2% | -4.2% |
| 30D | -16.0% | -5.0% | -11.1% | -14.4% |
| 3M | -24.7% | -2.6% | -22.1% | -24.3% |
| 6M | -45.1% | 0.0% | -45.1% | -45.3% |
| YTD | +16.5% | +35.6% | -19.2% | +4.0% |
| 1Y | +19.3% | +58.1% | -38.8% | +1.1% |
| 3Y | -20.0% | +93.3% | -113.3% | -37.6% |
| 5Y | -32.0% | +153.7% | -185.7% | -45.6% |
| All | -12.3% | +146.0% | -158.3% | -31.0% |
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