+399.9%
GH vs TECK
+222.4%
+177.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.4% |
| 7D | -2.1% | +7.8% | -9.8% | -4.1% |
| 30D | -4.5% | +8.3% | -12.7% | -6.6% |
| 3M | +28.9% | +16.1% | +12.8% | +23.1% |
| 6M | +76.5% | +42.9% | +33.7% | +58.9% |
| YTD | +57.6% | +50.8% | +6.9% | +39.3% |
| 1Y | +167.5% | +106.1% | +61.5% | +115.2% |
| 3Y | +377.4% | +84.0% | +293.4% | +289.4% |
| 5Y | +23.8% | +223.5% | -199.6% | -12.0% |
| All | +399.9% | +222.4% | +177.5% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling