+388.8%
GH vs TECK
+197.6%
+191.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -2.5% | -3.8% | +1.4% | -1.5% |
| 30D | -4.7% | +0.7% | -5.4% | -5.0% |
| 3M | +20.2% | +4.6% | +15.6% | +18.1% |
| 6M | +78.8% | +25.1% | +53.7% | +66.8% |
| YTD | +54.1% | +39.2% | +14.9% | +39.1% |
| 1Y | +177.1% | +60.3% | +116.7% | +139.2% |
| 3Y | +371.6% | +62.9% | +308.7% | +296.9% |
| 5Y | +21.9% | +181.5% | -159.6% | -10.5% |
| All | +388.8% | +197.6% | +191.1% | +228.5% |
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