+37.1%
GFS vs TECK
+104.7%
-67.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -2.1% |
| 7D | +2.6% | +7.8% | -5.1% | -0.7% |
| 30D | -16.4% | +8.3% | -24.7% | -19.4% |
| 3M | -41.6% | +16.1% | -57.7% | -45.7% |
| 6M | -3.7% | +42.9% | -46.5% | -16.2% |
| YTD | +29.3% | +50.8% | -21.4% | +10.8% |
| 1Y | +37.1% | +106.1% | -68.9% | +11.6% |
| All | +37.1% | +104.7% | -67.6% | +11.6% |
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