+177.1%
GH vs TECK
+66.9%
+110.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -2.5% | -3.8% | +1.4% | -1.6% |
| 30D | -4.7% | +0.7% | -5.4% | -5.0% |
| 3M | +20.2% | +4.6% | +15.6% | +18.0% |
| 6M | +78.8% | +25.1% | +53.7% | +69.3% |
| YTD | +54.1% | +39.2% | +14.9% | +47.3% |
| 1Y | +177.1% | +60.3% | +116.7% | +165.0% |
| All | +177.1% | +66.9% | +110.1% | +165.0% |
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