+17.5%
GFS vs TECK
+52.7%
-35.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.1% | +1.5% |
| 7D | -3.1% | +3.1% | -6.2% | -4.5% |
| 30D | -16.0% | -5.0% | -11.1% | -14.1% |
| 3M | -24.7% | -2.6% | -22.1% | -24.3% |
| 6M | -45.1% | 0.0% | -45.1% | -45.9% |
| YTD | +16.5% | +35.6% | -19.2% | +2.9% |
| All | +17.5% | +52.7% | -35.2% | -1.0% |
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 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