+570.3%
GH vs TECK
+74.1%
+496.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | -6.9% | -7.1% | +0.2% | -4.6% |
| 3M | -4.9% | -5.5% | +0.6% | -3.5% |
| 6M | +54.1% | -9.7% | +63.8% | +57.7% |
| YTD | +48.5% | +26.3% | +22.3% | +33.2% |
| 1Y | +61.2% | +44.4% | +16.8% | +36.9% |
| 3Y | +570.3% | +70.1% | +500.3% | +396.8% |
| All | +570.3% | +74.1% | +496.3% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling