+387.8%
GH vs TECK
+75.5%
+312.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | -0.2% | +4.9% | -5.0% | -2.0% |
| 30D | -2.6% | +5.2% | -7.8% | -4.6% |
| 3M | +25.1% | +13.8% | +11.3% | +18.1% |
| 6M | +78.5% | +38.5% | +40.0% | +55.8% |
| YTD | +59.4% | +47.3% | +12.0% | +34.8% |
| 1Y | +173.9% | +81.0% | +92.9% | +110.2% |
| All | +387.8% | +75.5% | +312.3% | +257.9% |
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