-17.4%
GIS vs TECK
+59.3%
-76.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +5.7% |
| 7D | +8.5% | +2.3% | +6.2% | +8.7% |
| 30D | +15.3% | -5.0% | +20.3% | +14.9% |
| 3M | +0.9% | -0.3% | +1.2% | +1.2% |
| 6M | +7.9% | +13.9% | -5.9% | +9.7% |
| YTD | -17.6% | +35.2% | -52.8% | -15.3% |
| 1Y | -17.4% | +57.5% | -74.9% | -13.3% |
| All | -17.4% | +59.3% | -76.7% | -13.3% |
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