-25.2%
GIS vs TECK
+180.4%
-205.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -3.2% |
| 7D | -8.4% | -4.2% | -4.2% | -8.5% |
| 30D | -5.2% | -0.4% | -4.8% | -5.2% |
| 3M | +8.2% | +10.1% | -2.0% | +8.5% |
| 6M | -12.0% | +26.0% | -38.0% | -11.6% |
| YTD | -18.9% | +38.0% | -56.9% | -18.5% |
| 1Y | -23.6% | +63.8% | -87.4% | -23.2% |
| 3Y | -37.6% | +68.5% | -106.1% | -37.7% |
| 5Y | -25.2% | +179.2% | -204.4% | -26.9% |
| All | -25.2% | +180.4% | -205.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling